NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 66.57 67.42 0.85 1.3% 72.76
High 67.86 67.68 -0.18 -0.3% 73.15
Low 65.85 66.22 0.37 0.6% 65.55
Close 67.17 67.08 -0.09 -0.1% 66.42
Range 2.01 1.46 -0.55 -27.4% 7.60
ATR 2.45 2.38 -0.07 -2.9% 0.00
Volume 124,732 78,785 -45,947 -36.8% 459,670
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.37 70.69 67.88
R3 69.91 69.23 67.48
R2 68.45 68.45 67.35
R1 67.77 67.77 67.21 67.38
PP 66.99 66.99 66.99 66.80
S1 66.31 66.31 66.95 65.92
S2 65.53 65.53 66.81
S3 64.07 64.85 66.68
S4 62.61 63.39 66.28
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 72.26 65.55 6.71 10.0% 2.45 3.6% 23% False False 106,854
10 74.00 65.55 8.45 12.6% 2.31 3.4% 18% False False 89,007
20 74.00 65.55 8.45 12.6% 2.34 3.5% 18% False False 79,468
40 76.87 65.55 11.32 16.9% 2.38 3.5% 14% False False 66,583
60 76.87 62.21 14.66 21.9% 2.38 3.5% 33% False False 59,770
80 76.87 62.21 14.66 21.9% 2.38 3.6% 33% False False 53,554
100 76.87 60.66 16.21 24.2% 2.31 3.5% 40% False False 48,916
120 76.87 54.92 21.95 32.7% 2.26 3.4% 55% False False 43,945
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.89
2.618 71.50
1.618 70.04
1.000 69.14
0.618 68.58
HIGH 67.68
0.618 67.12
0.500 66.95
0.382 66.78
LOW 66.22
0.618 65.32
1.000 64.76
1.618 63.86
2.618 62.40
4.250 60.02
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 67.04 66.96
PP 66.99 66.83
S1 66.95 66.71

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

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