NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 73.52 70.63 -2.89 -3.9% 70.95
High 73.52 70.88 -2.64 -3.6% 75.05
Low 70.50 68.01 -2.49 -3.5% 70.95
Close 71.19 68.12 -3.07 -4.3% 74.62
Range 3.02 2.87 -0.15 -5.0% 4.10
ATR 1.99 2.07 0.09 4.3% 0.00
Volume 3,409 7,060 3,651 107.1% 31,971
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.61 75.74 69.70
R3 74.74 72.87 68.91
R2 71.87 71.87 68.65
R1 70.00 70.00 68.38 69.50
PP 69.00 69.00 69.00 68.76
S1 67.13 67.13 67.86 66.63
S2 66.13 66.13 67.59
S3 63.26 64.26 67.33
S4 60.39 61.39 66.54
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 68.01 7.04 10.3% 1.89 2.8% 2% False True 5,808
10 75.05 68.01 7.04 10.3% 1.94 2.8% 2% False True 5,952
20 76.86 68.01 8.85 13.0% 1.97 2.9% 1% False True 5,989
40 78.75 68.01 10.74 15.8% 1.80 2.6% 1% False True 4,847
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.08
2.618 78.39
1.618 75.52
1.000 73.75
0.618 72.65
HIGH 70.88
0.618 69.78
0.500 69.45
0.382 69.11
LOW 68.01
0.618 66.24
1.000 65.14
1.618 63.37
2.618 60.50
4.250 55.81
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 69.45 70.91
PP 69.00 69.98
S1 68.56 69.05

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

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