NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 72.02 68.80 -3.22 -4.5% 70.09
High 72.26 69.31 -2.95 -4.1% 74.00
Low 68.61 66.10 -2.51 -3.7% 69.05
Close 69.51 66.38 -3.13 -4.5% 73.04
Range 3.65 3.21 -0.44 -12.1% 4.95
ATR 2.46 2.53 0.07 2.8% 0.00
Volume 65,094 124,702 59,608 91.6% 368,820
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.89 74.85 68.15
R3 73.68 71.64 67.26
R2 70.47 70.47 66.97
R1 68.43 68.43 66.67 67.85
PP 67.26 67.26 67.26 66.97
S1 65.22 65.22 66.09 64.64
S2 64.05 64.05 65.79
S3 60.84 62.01 65.50
S4 57.63 58.80 64.61
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 73.65 66.10 7.55 11.4% 2.78 4.2% 4% False True 78,234
10 74.00 66.10 7.90 11.9% 2.56 3.9% 4% False True 77,136
20 74.80 66.10 8.70 13.1% 2.50 3.8% 3% False True 70,506
40 76.87 66.10 10.77 16.2% 2.51 3.8% 3% False True 62,591
60 76.87 62.21 14.66 22.1% 2.43 3.7% 28% False False 56,284
80 76.87 62.21 14.66 22.1% 2.42 3.6% 28% False False 51,216
100 76.87 60.51 16.36 24.6% 2.31 3.5% 36% False False 46,250
120 76.87 54.92 21.95 33.1% 2.29 3.4% 52% False False 41,497
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.95
2.618 77.71
1.618 74.50
1.000 72.52
0.618 71.29
HIGH 69.31
0.618 68.08
0.500 67.71
0.382 67.33
LOW 66.10
0.618 64.12
1.000 62.89
1.618 60.91
2.618 57.70
4.250 52.46
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 67.71 69.29
PP 67.26 68.32
S1 66.82 67.35

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

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