NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 74.45 74.10 -0.35 -0.5% 73.28
High 74.45 74.80 0.35 0.5% 74.94
Low 73.38 72.14 -1.24 -1.7% 72.14
Close 74.27 72.14 -2.13 -2.9% 72.14
Range 1.07 2.66 1.59 148.6% 2.80
ATR 1.41 1.50 0.09 6.3% 0.00
Volume 3,850 2,847 -1,003 -26.1% 9,726
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.01 79.23 73.60
R3 78.35 76.57 72.87
R2 75.69 75.69 72.63
R1 73.91 73.91 72.38 73.47
PP 73.03 73.03 73.03 72.81
S1 71.25 71.25 71.90 70.81
S2 70.37 70.37 71.65
S3 67.71 68.59 71.41
S4 65.05 65.93 70.68
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.47 79.61 73.68
R3 78.67 76.81 72.91
R2 75.87 75.87 72.65
R1 74.01 74.01 72.40 73.54
PP 73.07 73.07 73.07 72.84
S1 71.21 71.21 71.88 70.74
S2 70.27 70.27 71.63
S3 67.47 68.41 71.37
S4 64.67 65.61 70.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.94 70.63 4.31 6.0% 1.15 1.6% 35% False False 2,430
10 76.89 70.63 6.26 8.7% 1.11 1.5% 24% False False 2,574
20 78.20 70.63 7.57 10.5% 1.11 1.5% 20% False False 2,426
40 79.10 69.77 9.33 12.9% 1.01 1.4% 25% False False 2,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 86.11
2.618 81.76
1.618 79.10
1.000 77.46
0.618 76.44
HIGH 74.80
0.618 73.78
0.500 73.47
0.382 73.16
LOW 72.14
0.618 70.50
1.000 69.48
1.618 67.84
2.618 65.18
4.250 60.84
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 73.47 73.54
PP 73.03 73.07
S1 72.58 72.61

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

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