NYMEX Light Sweet Crude Oil Future February 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 73.79 70.83 -2.96 -4.0% 70.87
High 74.02 70.97 -3.05 -4.1% 74.12
Low 70.55 70.45 -0.10 -0.1% 70.55
Close 71.14 70.89 -0.25 -0.4% 71.14
Range 3.47 0.52 -2.95 -85.0% 3.57
ATR 1.98 1.89 -0.09 -4.6% 0.00
Volume 7,508 7,768 260 3.5% 29,867
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.33 72.13 71.18
R3 71.81 71.61 71.03
R2 71.29 71.29 70.99
R1 71.09 71.09 70.94 71.19
PP 70.77 70.77 70.77 70.82
S1 70.57 70.57 70.84 70.67
S2 70.25 70.25 70.79
S3 69.73 70.05 70.75
S4 69.21 69.53 70.60
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 70.45 3.67 5.2% 1.83 2.6% 12% False True 7,527
10 74.12 69.41 4.71 6.6% 1.83 2.6% 31% False False 6,645
20 77.22 69.41 7.81 11.0% 1.78 2.5% 19% False False 5,980
40 78.00 69.41 8.59 12.1% 1.63 2.3% 17% False False 5,557
60 78.00 63.61 14.39 20.3% 1.41 2.0% 51% False False 4,761
80 78.00 63.61 14.39 20.3% 1.31 1.9% 51% False False 4,155
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 0.20
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 73.18
2.618 72.33
1.618 71.81
1.000 71.49
0.618 71.29
HIGH 70.97
0.618 70.77
0.500 70.71
0.382 70.65
LOW 70.45
0.618 70.13
1.000 69.93
1.618 69.61
2.618 69.09
4.250 68.24
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 70.83 72.24
PP 70.77 71.79
S1 70.71 71.34

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

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