NYMEX Light Sweet Crude Oil Future May 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 72.93 75.51 2.58 3.5% 74.28
High 72.93 75.51 2.58 3.5% 75.36
Low 72.79 75.51 2.72 3.7% 72.66
Close 74.16 75.51 1.35 1.8% 72.66
Range 0.14 0.00 -0.14 -100.0% 2.70
ATR 1.12 1.14 0.02 1.4% 0.00
Volume 2,978 2,193 -785 -26.4% 11,381
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.51 75.51 75.51
R3 75.51 75.51 75.51
R2 75.51 75.51 75.51
R1 75.51 75.51 75.51 75.51
PP 75.51 75.51 75.51 75.51
S1 75.51 75.51 75.51 75.51
S2 75.51 75.51 75.51
S3 75.51 75.51 75.51
S4 75.51 75.51 75.51
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 75.51 72.34 3.17 4.2% 0.74 1.0% 100% True False 3,239
10 75.51 71.49 4.02 5.3% 0.60 0.8% 100% True False 2,809
20 78.43 71.49 6.94 9.2% 0.47 0.6% 58% False False 2,425
40 79.61 71.49 8.12 10.8% 0.68 0.9% 50% False False 2,326
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 11 trading days
Fibonacci Retracements and Extensions
4.250 75.51
2.618 75.51
1.618 75.51
1.000 75.51
0.618 75.51
HIGH 75.51
0.618 75.51
0.500 75.51
0.382 75.51
LOW 75.51
0.618 75.51
1.000 75.51
1.618 75.51
2.618 75.51
4.250 75.51
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 75.51 74.98
PP 75.51 74.45
S1 75.51 73.93

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

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