NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 74.68 73.08 -1.60 -2.1% 70.95
High 75.05 73.08 -1.97 -2.6% 75.05
Low 74.24 71.50 -2.74 -3.7% 70.95
Close 74.62 71.94 -2.68 -3.6% 74.62
Range 0.81 1.58 0.77 95.1% 4.10
ATR 1.81 1.90 0.09 5.2% 0.00
Volume 7,252 4,173 -3,079 -42.5% 31,971
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.91 76.01 72.81
R3 75.33 74.43 72.37
R2 73.75 73.75 72.23
R1 72.85 72.85 72.08 72.51
PP 72.17 72.17 72.17 72.01
S1 71.27 71.27 71.80 70.93
S2 70.59 70.59 71.65
S3 69.01 69.69 71.51
S4 67.43 68.11 71.07
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 71.05 4.00 5.6% 1.55 2.1% 22% False False 5,583
10 75.05 70.78 4.27 5.9% 1.83 2.5% 27% False False 6,384
20 77.78 69.96 7.82 10.9% 1.83 2.5% 25% False False 5,698
40 78.75 69.96 8.79 12.2% 1.72 2.4% 23% False False 4,735
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.80
2.618 77.22
1.618 75.64
1.000 74.66
0.618 74.06
HIGH 73.08
0.618 72.48
0.500 72.29
0.382 72.10
LOW 71.50
0.618 70.52
1.000 69.92
1.618 68.94
2.618 67.36
4.250 64.79
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 72.29 73.28
PP 72.17 72.83
S1 72.06 72.39

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

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