NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 71.87 72.84 0.97 1.3% 70.10
High 72.76 74.27 1.51 2.1% 72.92
Low 71.09 72.50 1.41 2.0% 68.32
Close 72.25 73.74 1.49 2.1% 72.25
Range 1.67 1.77 0.10 6.0% 4.60
ATR 2.51 2.47 -0.03 -1.4% 0.00
Volume 223,806 155,969 -67,837 -30.3% 856,121
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.81 78.05 74.71
R3 77.04 76.28 74.23
R2 75.27 75.27 74.06
R1 74.51 74.51 73.90 74.89
PP 73.50 73.50 73.50 73.70
S1 72.74 72.74 73.58 73.12
S2 71.73 71.73 73.42
S3 69.96 70.97 73.25
S4 68.19 69.20 72.77
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 74.27 69.19 5.08 6.9% 2.32 3.1% 90% True False 181,336
10 74.27 66.22 8.05 10.9% 2.48 3.4% 93% True False 144,442
20 74.27 65.55 8.72 11.8% 2.45 3.3% 94% True False 115,780
40 76.16 65.55 10.61 14.4% 2.47 3.4% 77% False False 89,181
60 76.87 65.55 11.32 15.4% 2.44 3.3% 72% False False 76,251
80 76.87 62.21 14.66 19.9% 2.47 3.3% 79% False False 66,740
100 76.87 62.21 14.66 19.9% 2.37 3.2% 79% False False 60,427
120 76.87 54.92 21.95 29.8% 2.30 3.1% 86% False False 54,093
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.79
2.618 78.90
1.618 77.13
1.000 76.04
0.618 75.36
HIGH 74.27
0.618 73.59
0.500 73.39
0.382 73.18
LOW 72.50
0.618 71.41
1.000 70.73
1.618 69.64
2.618 67.87
4.250 64.98
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 73.62 73.13
PP 73.50 72.52
S1 73.39 71.92

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

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