NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 72.16 72.40 0.24 0.3% 73.28
High 72.16 73.44 1.28 1.8% 74.94
Low 71.76 71.89 0.13 0.2% 72.14
Close 72.04 73.61 1.57 2.2% 72.14
Range 0.40 1.55 1.15 287.5% 2.80
ATR 1.42 1.43 0.01 0.6% 0.00
Volume 4,229 2,622 -1,607 -38.0% 9,726
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.63 77.17 74.46
R3 76.08 75.62 74.04
R2 74.53 74.53 73.89
R1 74.07 74.07 73.75 74.30
PP 72.98 72.98 72.98 73.10
S1 72.52 72.52 73.47 72.75
S2 71.43 71.43 73.33
S3 69.88 70.97 73.18
S4 68.33 69.42 72.76
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 71.76 3.18 4.3% 1.29 1.7% 58% False False 3,005
10 74.94 70.63 4.31 5.9% 1.09 1.5% 69% False False 2,692
20 78.20 70.63 7.57 10.3% 1.03 1.4% 39% False False 2,489
40 79.10 70.63 8.47 11.5% 1.05 1.4% 35% False False 2,485
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.03
2.618 77.50
1.618 75.95
1.000 74.99
0.618 74.40
HIGH 73.44
0.618 72.85
0.500 72.67
0.382 72.48
LOW 71.89
0.618 70.93
1.000 70.34
1.618 69.38
2.618 67.83
4.250 65.30
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 73.30 73.50
PP 72.98 73.39
S1 72.67 73.28

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

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