NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 68.80 66.45 -2.35 -3.4% 72.76
High 69.31 67.45 -1.86 -2.7% 73.15
Low 66.10 65.55 -0.55 -0.8% 65.55
Close 66.38 66.42 0.04 0.1% 66.42
Range 3.21 1.90 -1.31 -40.8% 7.60
ATR 2.53 2.48 -0.04 -1.8% 0.00
Volume 124,702 140,960 16,258 13.0% 459,670
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.17 71.20 67.47
R3 70.27 69.30 66.94
R2 68.37 68.37 66.77
R1 67.40 67.40 66.59 66.94
PP 66.47 66.47 66.47 66.24
S1 65.50 65.50 66.25 65.04
S2 64.57 64.57 66.07
S3 62.67 63.60 65.90
S4 60.77 61.70 65.38
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.17 86.40 70.60
R3 83.57 78.80 68.51
R2 75.97 75.97 67.81
R1 71.20 71.20 67.12 69.79
PP 68.37 68.37 68.37 67.67
S1 63.60 63.60 65.72 62.19
S2 60.77 60.77 65.03
S3 53.17 56.00 64.33
S4 45.57 48.40 62.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.15 65.55 7.60 11.4% 2.88 4.3% 11% False True 91,934
10 74.00 65.55 8.45 12.7% 2.35 3.5% 10% False True 82,849
20 74.80 65.55 9.25 13.9% 2.45 3.7% 9% False True 74,451
40 76.87 65.55 11.32 17.0% 2.45 3.7% 8% False True 64,710
60 76.87 62.21 14.66 22.1% 2.42 3.6% 29% False False 57,975
80 76.87 62.21 14.66 22.1% 2.41 3.6% 29% False False 52,330
100 76.87 60.54 16.33 24.6% 2.32 3.5% 36% False False 47,380
120 76.87 54.92 21.95 33.0% 2.28 3.4% 52% False False 42,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 75.53
2.618 72.42
1.618 70.52
1.000 69.35
0.618 68.62
HIGH 67.45
0.618 66.72
0.500 66.50
0.382 66.28
LOW 65.55
0.618 64.38
1.000 63.65
1.618 62.48
2.618 60.58
4.250 57.48
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 66.50 68.91
PP 66.47 68.08
S1 66.45 67.25

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

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