NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 73.60 74.94 1.34 1.8% 70.10
High 75.10 75.95 0.85 1.1% 72.92
Low 73.30 74.88 1.58 2.2% 68.32
Close 74.71 75.60 0.89 1.2% 72.25
Range 1.80 1.07 -0.73 -40.6% 4.60
ATR 2.43 2.34 -0.08 -3.5% 0.00
Volume 168,207 237,327 69,120 41.1% 856,121
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.69 78.21 76.19
R3 77.62 77.14 75.89
R2 76.55 76.55 75.80
R1 76.07 76.07 75.70 76.31
PP 75.48 75.48 75.48 75.60
S1 75.00 75.00 75.50 75.24
S2 74.41 74.41 75.40
S3 73.34 73.93 75.31
S4 72.27 72.86 75.01
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 75.95 69.56 6.39 8.5% 1.93 2.6% 95% True False 198,222
10 75.95 68.32 7.63 10.1% 2.17 2.9% 95% True False 168,104
20 75.95 65.55 10.40 13.8% 2.34 3.1% 97% True False 129,789
40 76.16 65.55 10.61 14.0% 2.40 3.2% 95% False False 97,342
60 76.87 65.55 11.32 15.0% 2.42 3.2% 89% False False 81,690
80 76.87 62.21 14.66 19.4% 2.43 3.2% 91% False False 71,015
100 76.87 62.21 14.66 19.4% 2.37 3.1% 91% False False 64,002
120 76.87 54.92 21.95 29.0% 2.30 3.0% 94% False False 57,124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.53
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 80.50
2.618 78.75
1.618 77.68
1.000 77.02
0.618 76.61
HIGH 75.95
0.618 75.54
0.500 75.42
0.382 75.29
LOW 74.88
0.618 74.22
1.000 73.81
1.618 73.15
2.618 72.08
4.250 70.33
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 75.54 75.14
PP 75.48 74.68
S1 75.42 74.23

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

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