NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 73.97 70.95 -3.02 -4.1% 71.10
High 74.72 71.77 -2.95 -3.9% 74.72
Low 70.91 70.95 0.04 0.1% 70.78
Close 71.65 71.48 -0.17 -0.2% 71.65
Range 3.81 0.82 -2.99 -78.5% 3.94
ATR 2.00 1.92 -0.08 -4.2% 0.00
Volume 5,761 8,229 2,468 42.8% 27,697
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.86 73.49 71.93
R3 73.04 72.67 71.71
R2 72.22 72.22 71.63
R1 71.85 71.85 71.56 72.04
PP 71.40 71.40 71.40 71.49
S1 71.03 71.03 71.40 71.22
S2 70.58 70.58 71.33
S3 69.76 70.21 71.25
S4 68.94 69.39 71.03
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 70.78 3.94 5.5% 2.11 3.0% 18% False False 7,185
10 76.86 69.96 6.90 9.7% 2.17 3.0% 22% False False 6,197
20 77.78 69.96 7.82 10.9% 1.91 2.7% 19% False False 5,269
40 78.75 69.96 8.79 12.3% 1.68 2.4% 17% False False 4,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 75.26
2.618 73.92
1.618 73.10
1.000 72.59
0.618 72.28
HIGH 71.77
0.618 71.46
0.500 71.36
0.382 71.26
LOW 70.95
0.618 70.44
1.000 70.13
1.618 69.62
2.618 68.80
4.250 67.47
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 71.44 72.82
PP 71.40 72.37
S1 71.36 71.93

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

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