NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 69.50 67.03 -2.47 -3.6% 73.36
High 69.88 67.82 -2.06 -2.9% 73.69
Low 66.69 66.10 -0.59 -0.9% 66.10
Close 66.93 66.90 -0.03 0.0% 66.90
Range 3.19 1.72 -1.47 -46.1% 7.59
ATR 2.34 2.29 -0.04 -1.9% 0.00
Volume 44,493 51,263 6,770 15.2% 141,970
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.10 71.22 67.85
R3 70.38 69.50 67.37
R2 68.66 68.66 67.22
R1 67.78 67.78 67.06 67.36
PP 66.94 66.94 66.94 66.73
S1 66.06 66.06 66.74 65.64
S2 65.22 65.22 66.58
S3 63.50 64.34 66.43
S4 61.78 62.62 65.95
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.67 86.87 71.07
R3 84.08 79.28 68.99
R2 76.49 76.49 68.29
R1 71.69 71.69 67.60 70.30
PP 68.90 68.90 68.90 68.20
S1 64.10 64.10 66.20 62.71
S2 61.31 61.31 65.51
S3 53.72 56.51 64.81
S4 46.13 48.92 62.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.69 66.10 7.59 11.3% 2.77 4.1% 11% False True 28,394
10 74.39 66.10 8.29 12.4% 2.21 3.3% 10% False True 23,819
20 75.29 66.10 9.19 13.7% 2.29 3.4% 9% False True 18,904
40 77.45 66.10 11.35 17.0% 2.19 3.3% 7% False True 14,811
60 77.45 63.01 14.44 21.6% 2.05 3.1% 27% False False 12,464
80 77.45 63.01 14.44 21.6% 1.95 2.9% 27% False False 10,362
100 77.45 61.52 15.93 23.8% 1.83 2.7% 34% False False 8,822
120 77.45 56.18 21.27 31.8% 1.69 2.5% 50% False False 7,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.13
2.618 72.32
1.618 70.60
1.000 69.54
0.618 68.88
HIGH 67.82
0.618 67.16
0.500 66.96
0.382 66.76
LOW 66.10
0.618 65.04
1.000 64.38
1.618 63.32
2.618 61.60
4.250 58.79
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 66.96 69.38
PP 66.94 68.55
S1 66.92 67.73

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

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