NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 72.68 74.06 1.38 1.9% 70.87
High 74.11 74.79 0.68 0.9% 74.12
Low 72.14 73.74 1.60 2.2% 70.55
Close 74.07 74.38 0.31 0.4% 71.14
Range 1.97 1.05 -0.92 -46.7% 3.57
ATR 1.91 1.85 -0.06 -3.2% 0.00
Volume 5,084 7,526 2,442 48.0% 29,867
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.45 76.97 74.96
R3 76.40 75.92 74.67
R2 75.35 75.35 74.57
R1 74.87 74.87 74.48 75.11
PP 74.30 74.30 74.30 74.43
S1 73.82 73.82 74.28 74.06
S2 73.25 73.25 74.19
S3 72.20 72.77 74.09
S4 71.15 71.72 73.80
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 74.79 70.45 4.34 5.8% 1.84 2.5% 91% True False 6,493
10 74.79 69.41 5.38 7.2% 1.74 2.3% 92% True False 6,672
20 77.22 69.41 7.81 10.5% 1.67 2.2% 64% False False 6,310
40 78.00 69.41 8.59 11.5% 1.67 2.2% 58% False False 5,663
60 78.00 63.61 14.39 19.3% 1.46 2.0% 75% False False 4,966
80 78.00 63.61 14.39 19.3% 1.35 1.8% 75% False False 4,331
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.25
2.618 77.54
1.618 76.49
1.000 75.84
0.618 75.44
HIGH 74.79
0.618 74.39
0.500 74.27
0.382 74.14
LOW 73.74
0.618 73.09
1.000 72.69
1.618 72.04
2.618 70.99
4.250 69.28
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 74.34 73.80
PP 74.30 73.22
S1 74.27 72.65

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

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