NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 72.46 73.00 0.54 0.7% 74.50
High 73.72 73.53 -0.19 -0.3% 75.15
Low 72.05 72.07 0.02 0.0% 68.77
Close 72.62 72.97 0.35 0.5% 69.63
Range 1.67 1.46 -0.21 -12.6% 6.38
ATR 2.21 2.16 -0.05 -2.4% 0.00
Volume 17,456 22,038 4,582 26.2% 53,371
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.24 76.56 73.77
R3 75.78 75.10 73.37
R2 74.32 74.32 73.24
R1 73.64 73.64 73.10 73.25
PP 72.86 72.86 72.86 72.66
S1 72.18 72.18 72.84 71.79
S2 71.40 71.40 72.70
S3 69.94 70.72 72.57
S4 68.48 69.26 72.17
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 90.32 86.36 73.14
R3 83.94 79.98 71.38
R2 77.56 77.56 70.80
R1 73.60 73.60 70.21 72.39
PP 71.18 71.18 71.18 70.58
S1 67.22 67.22 69.05 66.01
S2 64.80 64.80 68.46
S3 58.42 60.84 67.88
S4 52.04 54.46 66.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.72 68.77 4.95 6.8% 1.99 2.7% 85% False False 15,560
10 75.29 68.77 6.52 8.9% 2.26 3.1% 64% False False 12,699
20 76.69 68.77 7.92 10.9% 2.26 3.1% 53% False False 12,244
40 77.45 65.94 11.51 15.8% 2.08 2.8% 61% False False 10,654
60 77.45 63.01 14.44 19.8% 1.96 2.7% 69% False False 8,887
80 77.45 63.01 14.44 19.8% 1.80 2.5% 69% False False 7,484
100 77.45 56.18 21.27 29.1% 1.69 2.3% 79% False False 6,370
120 77.45 56.18 21.27 29.1% 1.60 2.2% 79% False False 5,605
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.74
2.618 77.35
1.618 75.89
1.000 74.99
0.618 74.43
HIGH 73.53
0.618 72.97
0.500 72.80
0.382 72.63
LOW 72.07
0.618 71.17
1.000 70.61
1.618 69.71
2.618 68.25
4.250 65.87
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 72.91 72.50
PP 72.86 72.04
S1 72.80 71.57

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

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