NYMEX Light Sweet Crude Oil Future April 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 73.90 71.59 -2.31 -3.1% 72.16
High 73.90 71.59 -2.31 -3.1% 75.49
Low 71.47 68.66 -2.81 -3.9% 71.76
Close 71.76 68.77 -2.99 -4.2% 75.10
Range 2.43 2.93 0.50 20.6% 3.73
ATR 1.52 1.64 0.11 7.4% 0.00
Volume 2,400 3,980 1,580 65.8% 12,755
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.46 76.55 70.38
R3 75.53 73.62 69.58
R2 72.60 72.60 69.31
R1 70.69 70.69 69.04 70.18
PP 69.67 69.67 69.67 69.42
S1 67.76 67.76 68.50 67.25
S2 66.74 66.74 68.23
S3 63.81 64.83 67.96
S4 60.88 61.90 67.16
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 75.17 68.66 6.51 9.5% 1.50 2.2% 2% False True 3,020
10 75.49 68.66 6.83 9.9% 1.40 2.0% 2% False True 2,847
20 76.89 68.66 8.23 12.0% 1.19 1.7% 1% False True 2,660
40 79.10 68.66 10.44 15.2% 1.13 1.6% 1% False True 2,351
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 25 trading days
Fibonacci Retracements and Extensions
4.250 84.04
2.618 79.26
1.618 76.33
1.000 74.52
0.618 73.40
HIGH 71.59
0.618 70.47
0.500 70.13
0.382 69.78
LOW 68.66
0.618 66.85
1.000 65.73
1.618 63.92
2.618 60.99
4.250 56.21
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 70.13 71.41
PP 69.67 70.53
S1 69.22 69.65

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

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