NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 72.67 73.90 1.23 1.7% 72.16
High 74.16 73.90 -0.26 -0.4% 75.49
Low 72.67 71.47 -1.20 -1.7% 71.76
Close 74.11 71.76 -2.35 -3.2% 75.10
Range 1.49 2.43 0.94 63.1% 3.73
ATR 1.44 1.52 0.09 6.0% 0.00
Volume 4,141 2,400 -1,741 -42.0% 12,755
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.67 78.14 73.10
R3 77.24 75.71 72.43
R2 74.81 74.81 72.21
R1 73.28 73.28 71.98 72.83
PP 72.38 72.38 72.38 72.15
S1 70.85 70.85 71.54 70.40
S2 69.95 69.95 71.31
S3 67.52 68.42 71.09
S4 65.09 65.99 70.42
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.31 83.93 77.15
R3 81.58 80.20 76.13
R2 77.85 77.85 75.78
R1 76.47 76.47 75.44 77.16
PP 74.12 74.12 74.12 74.46
S1 72.74 72.74 74.76 73.43
S2 70.39 70.39 74.42
S3 66.66 69.01 74.07
S4 62.93 65.28 73.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.49 71.47 4.02 5.6% 1.01 1.4% 7% False True 2,599
10 75.49 71.47 4.02 5.6% 1.22 1.7% 7% False True 2,834
20 76.89 70.63 6.26 8.7% 1.07 1.5% 18% False False 2,531
40 79.10 70.63 8.47 11.8% 1.09 1.5% 13% False False 2,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.23
2.618 80.26
1.618 77.83
1.000 76.33
0.618 75.40
HIGH 73.90
0.618 72.97
0.500 72.69
0.382 72.40
LOW 71.47
0.618 69.97
1.000 69.04
1.618 67.54
2.618 65.11
4.250 61.14
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 72.69 72.82
PP 72.38 72.46
S1 72.07 72.11

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

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