NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 73.36 70.77 -2.59 -3.5% 70.34
High 73.69 72.94 -0.75 -1.0% 74.39
Low 70.30 70.77 0.47 0.7% 69.64
Close 70.94 72.69 1.75 2.5% 73.61
Range 3.39 2.17 -1.22 -36.0% 4.75
ATR 2.17 2.17 0.00 0.0% 0.00
Volume 14,133 16,730 2,597 18.4% 96,226
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.64 77.84 73.88
R3 76.47 75.67 73.29
R2 74.30 74.30 73.09
R1 73.50 73.50 72.89 73.90
PP 72.13 72.13 72.13 72.34
S1 71.33 71.33 72.49 71.73
S2 69.96 69.96 72.29
S3 67.79 69.16 72.09
S4 65.62 66.99 71.50
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 70.30 4.09 5.6% 2.08 2.9% 58% False False 18,537
10 74.39 69.64 4.75 6.5% 2.07 2.8% 64% False False 19,220
20 76.59 68.77 7.82 10.8% 2.27 3.1% 50% False False 14,996
40 77.45 68.55 8.90 12.2% 2.19 3.0% 47% False False 12,826
60 77.45 63.01 14.44 19.9% 2.03 2.8% 67% False False 10,844
80 77.45 63.01 14.44 19.9% 1.90 2.6% 67% False False 9,137
100 77.45 57.44 20.01 27.5% 1.81 2.5% 76% False False 7,755
120 77.45 56.18 21.27 29.3% 1.66 2.3% 78% False False 6,768
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.16
2.618 78.62
1.618 76.45
1.000 75.11
0.618 74.28
HIGH 72.94
0.618 72.11
0.500 71.86
0.382 71.60
LOW 70.77
0.618 69.43
1.000 68.60
1.618 67.26
2.618 65.09
4.250 61.55
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 72.41 72.53
PP 72.13 72.37
S1 71.86 72.21

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

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