NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 75.38 73.22 -2.16 -2.9% 72.77
High 75.38 73.22 -2.16 -2.9% 75.85
Low 75.38 72.72 -2.66 -3.5% 72.34
Close 75.60 72.95 -2.65 -3.5% 75.60
Range 0.00 0.50 0.50 3.51
ATR 1.04 1.17 0.13 12.7% 0.00
Volume 1,235 2,660 1,425 115.4% 13,055
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.46 74.21 73.23
R3 73.96 73.71 73.09
R2 73.46 73.46 73.04
R1 73.21 73.21 73.00 73.09
PP 72.96 72.96 72.96 72.90
S1 72.71 72.71 72.90 72.59
S2 72.46 72.46 72.86
S3 71.96 72.21 72.81
S4 71.46 71.71 72.68
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.13 83.87 77.53
R3 81.62 80.36 76.57
R2 78.11 78.11 76.24
R1 76.85 76.85 75.92 77.48
PP 74.60 74.60 74.60 74.91
S1 73.34 73.34 75.28 73.97
S2 71.09 71.09 74.96
S3 67.58 69.83 74.63
S4 64.07 66.32 73.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.85 72.72 3.13 4.3% 0.14 0.2% 7% False True 2,376
10 75.85 72.34 3.51 4.8% 0.51 0.7% 17% False False 2,709
20 78.43 71.49 6.94 9.5% 0.48 0.7% 21% False False 2,419
40 79.61 71.49 8.12 11.1% 0.58 0.8% 18% False False 2,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 75.35
2.618 74.53
1.618 74.03
1.000 73.72
0.618 73.53
HIGH 73.22
0.618 73.03
0.500 72.97
0.382 72.91
LOW 72.72
0.618 72.41
1.000 72.22
1.618 71.91
2.618 71.41
4.250 70.60
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 72.97 74.29
PP 72.96 73.84
S1 72.96 73.40

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

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