NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 73.00 70.34 -2.66 -3.6% 69.49
High 73.82 70.77 -3.05 -4.1% 73.82
Low 70.13 69.64 -0.49 -0.7% 69.42
Close 70.68 70.37 -0.31 -0.4% 70.68
Range 3.69 1.13 -2.56 -69.4% 4.40
ATR 2.26 2.18 -0.08 -3.6% 0.00
Volume 25,618 19,002 -6,616 -25.8% 78,225
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.65 73.14 70.99
R3 72.52 72.01 70.68
R2 71.39 71.39 70.58
R1 70.88 70.88 70.47 71.14
PP 70.26 70.26 70.26 70.39
S1 69.75 69.75 70.27 70.01
S2 69.13 69.13 70.16
S3 68.00 68.62 70.06
S4 66.87 67.49 69.75
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.51 81.99 73.10
R3 80.11 77.59 71.89
R2 75.71 75.71 71.49
R1 73.19 73.19 71.08 74.45
PP 71.31 71.31 71.31 71.94
S1 68.79 68.79 70.28 70.05
S2 66.91 66.91 69.87
S3 62.51 64.39 69.47
S4 58.11 59.99 68.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.82 69.42 4.40 6.3% 2.35 3.3% 22% False False 19,445
10 75.15 68.77 6.38 9.1% 2.34 3.3% 25% False False 15,059
20 76.69 68.77 7.92 11.3% 2.25 3.2% 20% False False 13,387
40 77.45 68.55 8.90 12.6% 2.11 3.0% 20% False False 11,429
60 77.45 63.01 14.44 20.5% 1.99 2.8% 51% False False 9,464
80 77.45 63.01 14.44 20.5% 1.83 2.6% 51% False False 8,013
100 77.45 56.50 20.95 29.8% 1.72 2.4% 66% False False 6,785
120 77.45 56.18 21.27 30.2% 1.62 2.3% 67% False False 5,947
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 0.57
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 75.57
2.618 73.73
1.618 72.60
1.000 71.90
0.618 71.47
HIGH 70.77
0.618 70.34
0.500 70.21
0.382 70.07
LOW 69.64
0.618 68.94
1.000 68.51
1.618 67.81
2.618 66.68
4.250 64.84
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 70.32 71.73
PP 70.26 71.28
S1 70.21 70.82

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

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