NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 71.44 72.34 0.90 1.3% 71.10
High 73.22 74.59 1.37 1.9% 74.72
Low 71.05 72.34 1.29 1.8% 70.78
Close 73.10 74.54 1.44 2.0% 71.65
Range 2.17 2.25 0.08 3.7% 3.94
ATR 1.94 1.96 0.02 1.2% 0.00
Volume 5,184 4,538 -646 -12.5% 27,697
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.57 79.81 75.78
R3 78.32 77.56 75.16
R2 76.07 76.07 74.95
R1 75.31 75.31 74.75 75.69
PP 73.82 73.82 73.82 74.02
S1 73.06 73.06 74.33 73.44
S2 71.57 71.57 74.13
S3 69.32 70.81 73.92
S4 67.07 68.56 73.30
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 70.91 3.81 5.1% 2.04 2.7% 95% False False 6,567
10 74.72 69.96 4.76 6.4% 1.87 2.5% 96% False False 6,311
20 77.78 69.96 7.82 10.5% 1.95 2.6% 59% False False 5,416
40 78.75 69.96 8.79 11.8% 1.76 2.4% 52% False False 4,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.15
2.618 80.48
1.618 78.23
1.000 76.84
0.618 75.98
HIGH 74.59
0.618 73.73
0.500 73.47
0.382 73.20
LOW 72.34
0.618 70.95
1.000 70.09
1.618 68.70
2.618 66.45
4.250 62.78
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 74.18 73.95
PP 73.82 73.36
S1 73.47 72.77

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

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