NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 75.51 75.79 0.28 0.4% 74.28
High 75.51 75.85 0.34 0.5% 75.36
Low 75.51 75.78 0.27 0.4% 72.66
Close 75.51 75.85 0.34 0.5% 72.66
Range 0.00 0.07 0.07 2.70
ATR 1.14 1.08 -0.06 -5.0% 0.00
Volume 2,193 2,818 625 28.5% 11,381
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.04 76.01 75.89
R3 75.97 75.94 75.87
R2 75.90 75.90 75.86
R1 75.87 75.87 75.86 75.89
PP 75.83 75.83 75.83 75.83
S1 75.80 75.80 75.84 75.82
S2 75.76 75.76 75.84
S3 75.69 75.73 75.83
S4 75.62 75.66 75.81
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 75.85 72.34 3.51 4.6% 0.66 0.9% 100% True False 2,980
10 75.85 71.49 4.36 5.7% 0.55 0.7% 100% True False 2,805
20 78.43 71.49 6.94 9.1% 0.47 0.6% 63% False False 2,451
40 79.61 71.49 8.12 10.7% 0.64 0.8% 54% False False 2,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.15
2.618 76.03
1.618 75.96
1.000 75.92
0.618 75.89
HIGH 75.85
0.618 75.82
0.500 75.82
0.382 75.81
LOW 75.78
0.618 75.74
1.000 75.71
1.618 75.67
2.618 75.60
4.250 75.48
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 75.84 75.34
PP 75.83 74.83
S1 75.82 74.32

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

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