NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 74.06 74.05 -0.01 0.0% 70.83
High 74.79 74.47 -0.32 -0.4% 74.79
Low 73.74 73.70 -0.04 -0.1% 70.45
Close 74.38 74.11 -0.27 -0.4% 74.11
Range 1.05 0.77 -0.28 -26.7% 4.34
ATR 1.85 1.77 -0.08 -4.2% 0.00
Volume 7,526 6,755 -771 -10.2% 31,715
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.40 76.03 74.53
R3 75.63 75.26 74.32
R2 74.86 74.86 74.25
R1 74.49 74.49 74.18 74.68
PP 74.09 74.09 74.09 74.19
S1 73.72 73.72 74.04 73.91
S2 73.32 73.32 73.97
S3 72.55 72.95 73.90
S4 71.78 72.18 73.69
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.14 84.46 76.50
R3 81.80 80.12 75.30
R2 77.46 77.46 74.91
R1 75.78 75.78 74.51 76.62
PP 73.12 73.12 73.12 73.54
S1 71.44 71.44 73.71 72.28
S2 68.78 68.78 73.31
S3 64.44 67.10 72.92
S4 60.10 62.76 71.72
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 5.9% 1.30 1.8% 84% False False 6,343
10 74.79 69.41 5.38 7.3% 1.66 2.2% 87% False False 6,689
20 77.22 69.41 7.81 10.5% 1.65 2.2% 60% False False 6,285
40 78.00 69.41 8.59 11.6% 1.65 2.2% 55% False False 5,733
60 78.00 63.61 14.39 19.4% 1.46 2.0% 73% False False 5,049
80 78.00 63.61 14.39 19.4% 1.35 1.8% 73% False False 4,395
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.74
2.618 76.49
1.618 75.72
1.000 75.24
0.618 74.95
HIGH 74.47
0.618 74.18
0.500 74.09
0.382 73.99
LOW 73.70
0.618 73.22
1.000 72.93
1.618 72.45
2.618 71.68
4.250 70.43
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 74.10 73.90
PP 74.09 73.68
S1 74.09 73.47

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

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