NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 70.82 72.68 1.86 2.6% 70.87
High 72.70 74.11 1.41 1.9% 74.12
Low 70.50 72.14 1.64 2.3% 70.55
Close 72.59 74.07 1.48 2.0% 71.14
Range 2.20 1.97 -0.23 -10.5% 3.57
ATR 1.91 1.91 0.00 0.2% 0.00
Volume 4,582 5,084 502 11.0% 29,867
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.35 78.68 75.15
R3 77.38 76.71 74.61
R2 75.41 75.41 74.43
R1 74.74 74.74 74.25 75.08
PP 73.44 73.44 73.44 73.61
S1 72.77 72.77 73.89 73.11
S2 71.47 71.47 73.71
S3 69.50 70.80 73.53
S4 67.53 68.83 72.99
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 74.11 70.45 3.66 4.9% 1.86 2.5% 99% True False 7,127
10 74.12 69.41 4.71 6.4% 1.75 2.4% 99% False False 6,463
20 77.22 69.41 7.81 10.5% 1.79 2.4% 60% False False 6,113
40 78.00 69.41 8.59 11.6% 1.69 2.3% 54% False False 5,587
60 78.00 63.61 14.39 19.4% 1.47 2.0% 73% False False 4,880
80 78.00 63.61 14.39 19.4% 1.35 1.8% 73% False False 4,248
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.48
2.618 79.27
1.618 77.30
1.000 76.08
0.618 75.33
HIGH 74.11
0.618 73.36
0.500 73.13
0.382 72.89
LOW 72.14
0.618 70.92
1.000 70.17
1.618 68.95
2.618 66.98
4.250 63.77
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 73.76 73.47
PP 73.44 72.88
S1 73.13 72.28

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

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