NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 66.45 66.57 0.12 0.2% 72.76
High 67.45 67.86 0.41 0.6% 73.15
Low 65.55 65.85 0.30 0.5% 65.55
Close 66.42 67.17 0.75 1.1% 66.42
Range 1.90 2.01 0.11 5.8% 7.60
ATR 2.48 2.45 -0.03 -1.4% 0.00
Volume 140,960 124,732 -16,228 -11.5% 459,670
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.99 72.09 68.28
R3 70.98 70.08 67.72
R2 68.97 68.97 67.54
R1 68.07 68.07 67.35 68.52
PP 66.96 66.96 66.96 67.19
S1 66.06 66.06 66.99 66.51
S2 64.95 64.95 66.80
S3 62.94 64.05 66.62
S4 60.93 62.04 66.06
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 72.47 65.55 6.92 10.3% 2.61 3.9% 23% False False 106,550
10 74.00 65.55 8.45 12.6% 2.42 3.6% 19% False False 87,118
20 74.62 65.55 9.07 13.5% 2.47 3.7% 18% False False 78,112
40 76.87 65.55 11.32 16.9% 2.41 3.6% 14% False False 66,439
60 76.87 62.21 14.66 21.8% 2.40 3.6% 34% False False 59,276
80 76.87 62.21 14.66 21.8% 2.40 3.6% 34% False False 53,164
100 76.87 60.66 16.21 24.1% 2.32 3.5% 40% False False 48,405
120 76.87 54.92 21.95 32.7% 2.28 3.4% 56% False False 43,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.40
2.618 73.12
1.618 71.11
1.000 69.87
0.618 69.10
HIGH 67.86
0.618 67.09
0.500 66.86
0.382 66.62
LOW 65.85
0.618 64.61
1.000 63.84
1.618 62.60
2.618 60.59
4.250 57.31
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 67.07 67.43
PP 66.96 67.34
S1 66.86 67.26

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

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