NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 73.44 73.85 0.41 0.6% 70.34
High 74.39 74.12 -0.27 -0.4% 74.39
Low 73.10 72.86 -0.24 -0.3% 69.64
Close 73.93 73.61 -0.32 -0.4% 73.61
Range 1.29 1.26 -0.03 -2.3% 4.75
ATR 2.14 2.07 -0.06 -2.9% 0.00
Volume 23,849 22,994 -855 -3.6% 96,226
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.31 76.72 74.30
R3 76.05 75.46 73.96
R2 74.79 74.79 73.84
R1 74.20 74.20 73.73 73.87
PP 73.53 73.53 73.53 73.36
S1 72.94 72.94 73.49 72.61
S2 72.27 72.27 73.38
S3 71.01 71.68 73.26
S4 69.75 70.42 72.92
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.80 84.95 76.22
R3 82.05 80.20 74.92
R2 77.30 77.30 74.48
R1 75.45 75.45 74.05 76.38
PP 72.55 72.55 72.55 73.01
S1 70.70 70.70 73.17 71.63
S2 67.80 67.80 72.74
S3 63.05 65.95 72.30
S4 58.30 61.20 71.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.39 69.64 4.75 6.5% 1.66 2.3% 84% False False 19,245
10 74.39 68.77 5.62 7.6% 2.04 2.8% 86% False False 18,703
20 76.69 68.77 7.92 10.8% 2.10 2.9% 61% False False 14,972
40 77.45 68.55 8.90 12.1% 2.11 2.9% 57% False False 12,599
60 77.45 63.01 14.44 19.6% 2.00 2.7% 73% False False 10,553
80 77.45 63.01 14.44 19.6% 1.87 2.5% 73% False False 8,851
100 77.45 57.44 20.01 27.2% 1.77 2.4% 81% False False 7,469
120 77.45 56.18 21.27 28.9% 1.64 2.2% 82% False False 6,532
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.48
2.618 77.42
1.618 76.16
1.000 75.38
0.618 74.90
HIGH 74.12
0.618 73.64
0.500 73.49
0.382 73.34
LOW 72.86
0.618 72.08
1.000 71.60
1.618 70.82
2.618 69.56
4.250 67.51
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 73.57 73.37
PP 73.53 73.13
S1 73.49 72.90

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

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