NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 72.70 70.25 -2.45 -3.4% 70.83
High 73.00 70.32 -2.68 -3.7% 74.79
Low 69.99 67.37 -2.62 -3.7% 70.45
Close 70.60 67.49 -3.11 -4.4% 74.11
Range 3.01 2.95 -0.06 -2.0% 4.34
ATR 1.96 2.05 0.09 4.6% 0.00
Volume 4,244 12,932 8,688 204.7% 31,715
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.24 75.32 69.11
R3 74.29 72.37 68.30
R2 71.34 71.34 68.03
R1 69.42 69.42 67.76 68.91
PP 68.39 68.39 68.39 68.14
S1 66.47 66.47 67.22 65.96
S2 65.44 65.44 66.95
S3 62.49 63.52 66.68
S4 59.54 60.57 65.87
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 74.47 67.37 7.10 10.5% 2.28 3.4% 2% False True 7,252
10 74.79 67.37 7.42 11.0% 2.06 3.1% 2% False True 6,873
20 75.79 67.37 8.42 12.5% 1.91 2.8% 1% False True 6,559
40 78.00 67.37 10.63 15.8% 1.78 2.6% 1% False True 5,821
60 78.00 63.61 14.39 21.3% 1.57 2.3% 27% False False 5,295
80 78.00 63.61 14.39 21.3% 1.41 2.1% 27% False False 4,628
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.86
2.618 78.04
1.618 75.09
1.000 73.27
0.618 72.14
HIGH 70.32
0.618 69.19
0.500 68.85
0.382 68.50
LOW 67.37
0.618 65.55
1.000 64.42
1.618 62.60
2.618 59.65
4.250 54.83
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 68.85 70.29
PP 68.39 69.36
S1 67.94 68.42

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

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