NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 70.21 72.02 1.81 2.6% 70.09
High 72.47 72.26 -0.21 -0.3% 74.00
Low 70.21 68.61 -1.60 -2.3% 69.05
Close 72.22 69.51 -2.71 -3.8% 73.04
Range 2.26 3.65 1.39 61.5% 4.95
ATR 2.37 2.46 0.09 3.9% 0.00
Volume 77,263 65,094 -12,169 -15.8% 368,820
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.08 78.94 71.52
R3 77.43 75.29 70.51
R2 73.78 73.78 70.18
R1 71.64 71.64 69.84 70.89
PP 70.13 70.13 70.13 69.75
S1 67.99 67.99 69.18 67.24
S2 66.48 66.48 68.84
S3 62.83 64.34 68.51
S4 59.18 60.69 67.50
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.88 84.91 75.76
R3 81.93 79.96 74.40
R2 76.98 76.98 73.95
R1 75.01 75.01 73.49 76.00
PP 72.03 72.03 72.03 72.52
S1 70.06 70.06 72.59 71.05
S2 67.08 67.08 72.13
S3 62.13 65.11 71.68
S4 57.18 60.16 70.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.00 68.61 5.39 7.8% 2.42 3.5% 17% False True 71,089
10 74.00 68.61 5.39 7.8% 2.40 3.5% 17% False True 74,533
20 74.80 68.21 6.59 9.5% 2.44 3.5% 20% False False 67,485
40 76.87 67.58 9.29 13.4% 2.52 3.6% 21% False False 60,413
60 76.87 62.21 14.66 21.1% 2.45 3.5% 50% False False 54,632
80 76.87 62.21 14.66 21.1% 2.40 3.5% 50% False False 50,033
100 76.87 59.30 17.57 25.3% 2.30 3.3% 58% False False 45,231
120 76.87 54.92 21.95 31.6% 2.28 3.3% 66% False False 40,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.77
2.618 81.82
1.618 78.17
1.000 75.91
0.618 74.52
HIGH 72.26
0.618 70.87
0.500 70.44
0.382 70.00
LOW 68.61
0.618 66.35
1.000 64.96
1.618 62.70
2.618 59.05
4.250 53.10
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 70.44 70.88
PP 70.13 70.42
S1 69.82 69.97

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These figures are updated between 7pm and 10pm EST after a trading day.

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