NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 72.40 73.60 1.20 1.7% 73.28
High 73.44 75.01 1.57 2.1% 74.94
Low 71.89 73.60 1.71 2.4% 72.14
Close 73.61 75.01 1.40 1.9% 72.14
Range 1.55 1.41 -0.14 -9.0% 2.80
ATR 1.43 1.43 0.00 -0.1% 0.00
Volume 2,622 1,803 -819 -31.2% 9,726
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.77 78.30 75.79
R3 77.36 76.89 75.40
R2 75.95 75.95 75.27
R1 75.48 75.48 75.14 75.72
PP 74.54 74.54 74.54 74.66
S1 74.07 74.07 74.88 74.31
S2 73.13 73.13 74.75
S3 71.72 72.66 74.62
S4 70.31 71.25 74.23
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 75.01 71.76 3.25 4.3% 1.42 1.9% 100% True False 3,070
10 75.01 70.63 4.38 5.8% 1.06 1.4% 100% True False 2,739
20 78.20 70.63 7.57 10.1% 1.08 1.4% 58% False False 2,480
40 79.10 70.63 8.47 11.3% 1.06 1.4% 52% False False 2,477
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.00
2.618 78.70
1.618 77.29
1.000 76.42
0.618 75.88
HIGH 75.01
0.618 74.47
0.500 74.31
0.382 74.14
LOW 73.60
0.618 72.73
1.000 72.19
1.618 71.32
2.618 69.91
4.250 67.61
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 74.78 74.47
PP 74.54 73.93
S1 74.31 73.39

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

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