NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 70.18 71.87 1.69 2.4% 70.10
High 72.92 72.76 -0.16 -0.2% 72.92
Low 69.56 71.09 1.53 2.2% 68.32
Close 72.14 72.25 0.11 0.2% 72.25
Range 3.36 1.67 -1.69 -50.3% 4.60
ATR 2.57 2.51 -0.06 -2.5% 0.00
Volume 205,803 223,806 18,003 8.7% 856,121
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.04 76.32 73.17
R3 75.37 74.65 72.71
R2 73.70 73.70 72.56
R1 72.98 72.98 72.40 73.34
PP 72.03 72.03 72.03 72.22
S1 71.31 71.31 72.10 71.67
S2 70.36 70.36 71.94
S3 68.69 69.64 71.79
S4 67.02 67.97 71.33
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.96 83.21 74.78
R3 80.36 78.61 73.52
R2 75.76 75.76 73.09
R1 74.01 74.01 72.67 74.89
PP 71.16 71.16 71.16 71.60
S1 69.41 69.41 71.83 70.29
S2 66.56 66.56 71.41
S3 61.96 64.81 70.99
S4 57.36 60.21 69.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.92 68.32 4.60 6.4% 2.54 3.5% 85% False False 171,224
10 72.92 65.85 7.07 9.8% 2.50 3.5% 91% False False 141,318
20 74.00 65.55 8.45 11.7% 2.42 3.4% 79% False False 112,083
40 76.16 65.55 10.61 14.7% 2.53 3.5% 63% False False 86,444
60 76.87 65.55 11.32 15.7% 2.45 3.4% 59% False False 74,513
80 76.87 62.21 14.66 20.3% 2.47 3.4% 68% False False 65,161
100 76.87 62.21 14.66 20.3% 2.37 3.3% 68% False False 59,070
120 76.87 54.92 21.95 30.4% 2.30 3.2% 79% False False 52,966
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 79.86
2.618 77.13
1.618 75.46
1.000 74.43
0.618 73.79
HIGH 72.76
0.618 72.12
0.500 71.93
0.382 71.73
LOW 71.09
0.618 70.06
1.000 69.42
1.618 68.39
2.618 66.72
4.250 63.99
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 72.14 71.85
PP 72.03 71.45
S1 71.93 71.06

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

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