NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 71.10 73.05 1.95 2.7% 76.86
High 74.06 74.55 0.49 0.7% 76.86
Low 70.78 73.05 2.27 3.2% 69.96
Close 73.39 73.45 0.06 0.1% 70.66
Range 3.28 1.50 -1.78 -54.3% 6.90
ATR 1.95 1.92 -0.03 -1.6% 0.00
Volume 7,145 5,665 -1,480 -20.7% 26,049
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.18 77.32 74.28
R3 76.68 75.82 73.86
R2 75.18 75.18 73.73
R1 74.32 74.32 73.59 74.75
PP 73.68 73.68 73.68 73.90
S1 72.82 72.82 73.31 73.25
S2 72.18 72.18 73.18
S3 70.68 71.32 73.04
S4 69.18 69.82 72.63
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 93.19 88.83 74.46
R3 86.29 81.93 72.56
R2 79.39 79.39 71.93
R1 75.03 75.03 71.29 73.76
PP 72.49 72.49 72.49 71.86
S1 68.13 68.13 70.03 66.86
S2 65.59 65.59 69.40
S3 58.69 61.23 68.76
S4 51.79 54.33 66.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.55 69.96 4.59 6.2% 1.70 2.3% 76% True False 6,055
10 76.86 69.96 6.90 9.4% 1.98 2.7% 51% False False 5,480
20 77.83 69.96 7.87 10.7% 1.90 2.6% 44% False False 4,626
40 78.75 66.51 12.24 16.7% 1.63 2.2% 57% False False 4,262
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 2 trading days
Fibonacci Retracements and Extensions
4.250 80.93
2.618 78.48
1.618 76.98
1.000 76.05
0.618 75.48
HIGH 74.55
0.618 73.98
0.500 73.80
0.382 73.62
LOW 73.05
0.618 72.12
1.000 71.55
1.618 70.62
2.618 69.12
4.250 66.68
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 73.80 73.05
PP 73.68 72.65
S1 73.57 72.26

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

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