NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 74.94 75.86 0.92 1.2% 70.10
High 75.95 78.45 2.50 3.3% 72.92
Low 74.88 75.27 0.39 0.5% 68.32
Close 75.60 78.08 2.48 3.3% 72.25
Range 1.07 3.18 2.11 197.2% 4.60
ATR 2.34 2.40 0.06 2.6% 0.00
Volume 237,327 178,048 -59,279 -25.0% 856,121
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.81 85.62 79.83
R3 83.63 82.44 78.95
R2 80.45 80.45 78.66
R1 79.26 79.26 78.37 79.86
PP 77.27 77.27 77.27 77.56
S1 76.08 76.08 77.79 76.68
S2 74.09 74.09 77.50
S3 70.91 72.90 77.21
S4 67.73 69.72 76.33
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 78.45 71.09 7.36 9.4% 1.90 2.4% 95% True False 192,671
10 78.45 68.32 10.13 13.0% 2.27 2.9% 96% True False 172,493
20 78.45 65.55 12.90 16.5% 2.43 3.1% 97% True False 134,243
40 78.45 65.55 12.90 16.5% 2.38 3.0% 97% True False 100,511
60 78.45 65.55 12.90 16.5% 2.44 3.1% 97% True False 83,969
80 78.45 62.21 16.24 20.8% 2.43 3.1% 98% True False 72,764
100 78.45 62.21 16.24 20.8% 2.38 3.1% 98% True False 65,599
120 78.45 55.21 23.24 29.8% 2.30 3.0% 98% True False 58,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.97
2.618 86.78
1.618 83.60
1.000 81.63
0.618 80.42
HIGH 78.45
0.618 77.24
0.500 76.86
0.382 76.48
LOW 75.27
0.618 73.30
1.000 72.09
1.618 70.12
2.618 66.94
4.250 61.76
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 77.67 77.35
PP 77.27 76.61
S1 76.86 75.88

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

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