NYMEX Light Sweet Crude Oil Future May 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 72.77 72.93 0.16 0.2% 74.28
High 72.77 72.93 0.16 0.2% 75.36
Low 72.34 72.79 0.45 0.6% 72.66
Close 72.62 74.16 1.54 2.1% 72.66
Range 0.43 0.14 -0.29 -67.4% 2.70
ATR 1.19 1.12 -0.06 -5.3% 0.00
Volume 3,831 2,978 -853 -22.3% 11,381
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.71 74.08 74.24
R3 73.57 73.94 74.20
R2 73.43 73.43 74.19
R1 73.80 73.80 74.17 73.62
PP 73.29 73.29 73.29 73.20
S1 73.66 73.66 74.15 73.48
S2 73.15 73.15 74.13
S3 73.01 73.52 74.12
S4 72.87 73.38 74.08
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.66 79.86 74.15
R3 78.96 77.16 73.40
R2 76.26 76.26 73.16
R1 74.46 74.46 72.91 74.01
PP 73.56 73.56 73.56 73.34
S1 71.76 71.76 72.41 71.31
S2 70.86 70.86 72.17
S3 68.16 69.06 71.92
S4 65.46 66.36 71.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.36 72.34 3.02 4.1% 0.88 1.2% 60% False False 3,231
10 75.36 71.49 3.87 5.2% 0.84 1.1% 69% False False 2,686
20 78.43 71.49 6.94 9.4% 0.58 0.8% 38% False False 2,419
40 79.61 71.49 8.12 10.9% 0.69 0.9% 33% False False 2,315
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.04
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 73.53
2.618 73.30
1.618 73.16
1.000 73.07
0.618 73.02
HIGH 72.93
0.618 72.88
0.500 72.86
0.382 72.84
LOW 72.79
0.618 72.70
1.000 72.65
1.618 72.56
2.618 72.42
4.250 72.20
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 73.73 74.05
PP 73.29 73.93
S1 72.86 73.82

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

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