NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 67.42 67.04 -0.38 -0.6% 72.76
High 67.68 71.05 3.37 5.0% 73.15
Low 66.22 66.60 0.38 0.6% 65.55
Close 67.08 70.94 3.86 5.8% 66.42
Range 1.46 4.45 2.99 204.8% 7.60
ATR 2.38 2.53 0.15 6.2% 0.00
Volume 78,785 90,131 11,346 14.4% 459,670
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.88 81.36 73.39
R3 78.43 76.91 72.16
R2 73.98 73.98 71.76
R1 72.46 72.46 71.35 73.22
PP 69.53 69.53 69.53 69.91
S1 68.01 68.01 70.53 68.77
S2 65.08 65.08 70.12
S3 60.63 63.56 69.72
S4 56.18 59.11 68.49
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 71.05 65.55 5.50 7.8% 2.61 3.7% 98% True False 111,862
10 74.00 65.55 8.45 11.9% 2.51 3.5% 64% False False 91,475
20 74.00 65.55 8.45 11.9% 2.40 3.4% 64% False False 81,298
40 76.87 65.55 11.32 16.0% 2.44 3.4% 48% False False 66,959
60 76.87 62.21 14.66 20.7% 2.41 3.4% 60% False False 60,508
80 76.87 62.21 14.66 20.7% 2.42 3.4% 60% False False 54,098
100 76.87 60.66 16.21 22.9% 2.34 3.3% 63% False False 49,447
120 76.87 54.92 21.95 30.9% 2.28 3.2% 73% False False 44,513
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 0.42
Widest range in 157 trading days
Fibonacci Retracements and Extensions
4.250 89.96
2.618 82.70
1.618 78.25
1.000 75.50
0.618 73.80
HIGH 71.05
0.618 69.35
0.500 68.83
0.382 68.30
LOW 66.60
0.618 63.85
1.000 62.15
1.618 59.40
2.618 54.95
4.250 47.69
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 70.24 70.11
PP 69.53 69.28
S1 68.83 68.45

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

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