NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 74.05 74.16 0.11 0.1% 70.83
High 74.47 74.16 -0.31 -0.4% 74.79
Low 73.70 71.00 -2.70 -3.7% 70.45
Close 74.11 71.43 -2.68 -3.6% 74.11
Range 0.77 3.16 2.39 310.4% 4.34
ATR 1.77 1.87 0.10 5.6% 0.00
Volume 6,755 5,775 -980 -14.5% 31,715
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.68 79.71 73.17
R3 78.52 76.55 72.30
R2 75.36 75.36 72.01
R1 73.39 73.39 71.72 72.80
PP 72.20 72.20 72.20 71.90
S1 70.23 70.23 71.14 69.64
S2 69.04 69.04 70.85
S3 65.88 67.07 70.56
S4 62.72 63.91 69.69
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 70.50 4.29 6.0% 1.83 2.6% 22% False False 5,944
10 74.79 70.45 4.34 6.1% 1.83 2.6% 23% False False 6,735
20 77.22 69.41 7.81 10.9% 1.79 2.5% 26% False False 6,246
40 78.00 69.41 8.59 12.0% 1.70 2.4% 24% False False 5,683
60 78.00 63.61 14.39 20.1% 1.50 2.1% 54% False False 5,118
80 78.00 63.61 14.39 20.1% 1.36 1.9% 54% False False 4,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.59
2.618 82.43
1.618 79.27
1.000 77.32
0.618 76.11
HIGH 74.16
0.618 72.95
0.500 72.58
0.382 72.21
LOW 71.00
0.618 69.05
1.000 67.84
1.618 65.89
2.618 62.73
4.250 57.57
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 72.58 72.90
PP 72.20 72.41
S1 71.81 71.92

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

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