NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 74.49 74.68 0.19 0.3% 70.95
High 74.99 75.05 0.06 0.1% 75.05
Low 74.07 74.24 0.17 0.2% 70.95
Close 74.87 74.62 -0.25 -0.3% 74.62
Range 0.92 0.81 -0.11 -12.0% 4.10
ATR 1.88 1.81 -0.08 -4.1% 0.00
Volume 6,768 7,252 484 7.2% 31,971
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.07 76.65 75.07
R3 76.26 75.84 74.84
R2 75.45 75.45 74.77
R1 75.03 75.03 74.69 74.84
PP 74.64 74.64 74.64 74.54
S1 74.22 74.22 74.55 74.03
S2 73.83 73.83 74.47
S3 73.02 73.41 74.40
S4 72.21 72.60 74.17
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.84 84.33 76.88
R3 81.74 80.23 75.75
R2 77.64 77.64 75.37
R1 76.13 76.13 75.00 76.89
PP 73.54 73.54 73.54 73.92
S1 72.03 72.03 74.24 72.79
S2 69.44 69.44 73.87
S3 65.34 67.93 73.49
S4 61.24 63.83 72.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.05 70.95 4.10 5.5% 1.39 1.9% 90% True False 6,394
10 75.05 69.96 5.09 6.8% 1.80 2.4% 92% True False 6,496
20 77.78 69.96 7.82 10.5% 1.80 2.4% 60% False False 5,780
40 78.75 69.96 8.79 11.8% 1.70 2.3% 53% False False 4,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 78.49
2.618 77.17
1.618 76.36
1.000 75.86
0.618 75.55
HIGH 75.05
0.618 74.74
0.500 74.65
0.382 74.55
LOW 74.24
0.618 73.74
1.000 73.43
1.618 72.93
2.618 72.12
4.250 70.80
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 74.65 74.31
PP 74.64 74.00
S1 74.63 73.70

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

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