NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 73.61 73.97 0.36 0.5% 71.10
High 74.16 74.72 0.56 0.8% 74.72
Low 73.00 70.91 -2.09 -2.9% 70.78
Close 73.83 71.65 -2.18 -3.0% 71.65
Range 1.16 3.81 2.65 228.4% 3.94
ATR 1.86 2.00 0.14 7.5% 0.00
Volume 9,126 5,761 -3,365 -36.9% 27,697
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.86 81.56 73.75
R3 80.05 77.75 72.70
R2 76.24 76.24 72.35
R1 73.94 73.94 72.00 73.19
PP 72.43 72.43 72.43 72.05
S1 70.13 70.13 71.30 69.38
S2 68.62 68.62 70.95
S3 64.81 66.32 70.60
S4 61.00 62.51 69.55
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.20 81.87 73.82
R3 80.26 77.93 72.73
R2 76.32 76.32 72.37
R1 73.99 73.99 72.01 75.16
PP 72.38 72.38 72.38 72.97
S1 70.05 70.05 71.29 71.22
S2 68.44 68.44 70.93
S3 64.50 66.11 70.57
S4 60.56 62.17 69.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.72 69.96 4.76 6.6% 2.20 3.1% 36% True False 6,597
10 76.86 69.96 6.90 9.6% 2.16 3.0% 24% False False 5,819
20 77.78 69.96 7.82 10.9% 2.02 2.8% 22% False False 5,075
40 78.75 69.50 9.25 12.9% 1.69 2.4% 23% False False 4,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 90.91
2.618 84.69
1.618 80.88
1.000 78.53
0.618 77.07
HIGH 74.72
0.618 73.26
0.500 72.82
0.382 72.37
LOW 70.91
0.618 68.56
1.000 67.10
1.618 64.75
2.618 60.94
4.250 54.72
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 72.82 72.82
PP 72.43 72.43
S1 72.04 72.04

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

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