NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 73.74 73.79 0.05 0.1% 70.87
High 73.74 74.02 0.28 0.4% 74.12
Low 72.60 70.55 -2.05 -2.8% 70.55
Close 73.37 71.14 -2.23 -3.0% 71.14
Range 1.14 3.47 2.33 204.4% 3.57
ATR 1.86 1.98 0.11 6.2% 0.00
Volume 10,696 7,508 -3,188 -29.8% 29,867
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.31 80.20 73.05
R3 78.84 76.73 72.09
R2 75.37 75.37 71.78
R1 73.26 73.26 71.46 72.58
PP 71.90 71.90 71.90 71.57
S1 69.79 69.79 70.82 69.11
S2 68.43 68.43 70.50
S3 64.96 66.32 70.19
S4 61.49 62.85 69.23
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.65 80.46 73.10
R3 79.08 76.89 72.12
R2 75.51 75.51 71.79
R1 73.32 73.32 71.47 74.42
PP 71.94 71.94 71.94 72.48
S1 69.75 69.75 70.81 70.85
S2 68.37 68.37 70.49
S3 64.80 66.18 70.16
S4 61.23 62.61 69.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.12 69.41 4.71 6.6% 2.01 2.8% 37% False False 7,036
10 75.79 69.41 6.38 9.0% 1.87 2.6% 27% False False 6,381
20 77.22 69.41 7.81 11.0% 1.93 2.7% 22% False False 5,909
40 78.00 69.23 8.77 12.3% 1.63 2.3% 22% False False 5,467
60 78.00 63.61 14.39 20.2% 1.41 2.0% 52% False False 4,714
80 78.00 63.61 14.39 20.2% 1.31 1.8% 52% False False 4,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 88.77
2.618 83.10
1.618 79.63
1.000 77.49
0.618 76.16
HIGH 74.02
0.618 72.69
0.500 72.29
0.382 71.88
LOW 70.55
0.618 68.41
1.000 67.08
1.618 64.94
2.618 61.47
4.250 55.80
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 72.29 72.34
PP 71.90 71.94
S1 71.52 71.54

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

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