NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 68.70 68.55 -0.15 -0.2% 73.45
High 69.30 72.25 2.95 4.3% 74.13
Low 67.66 68.08 0.42 0.6% 67.66
Close 68.55 71.59 3.04 4.4% 68.55
Range 1.64 4.17 2.53 154.3% 6.47
ATR 2.46 2.58 0.12 5.0% 0.00
Volume 67,533 75,455 7,922 11.7% 324,154
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.15 81.54 73.88
R3 78.98 77.37 72.74
R2 74.81 74.81 72.35
R1 73.20 73.20 71.97 74.01
PP 70.64 70.64 70.64 71.04
S1 69.03 69.03 71.21 69.84
S2 66.47 66.47 70.83
S3 62.30 64.86 70.44
S4 58.13 60.69 69.30
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 89.52 85.51 72.11
R3 83.05 79.04 70.33
R2 76.58 76.58 69.74
R1 72.57 72.57 69.14 71.34
PP 70.11 70.11 70.11 69.50
S1 66.10 66.10 67.96 64.87
S2 63.64 63.64 67.36
S3 57.17 59.63 66.77
S4 50.70 53.16 64.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.25 67.66 4.59 6.4% 2.52 3.5% 86% True False 68,469
10 75.55 67.66 7.89 11.0% 2.72 3.8% 50% False False 67,816
20 75.55 67.66 7.89 11.0% 2.65 3.7% 50% False False 63,327
40 75.89 62.26 13.63 19.0% 2.47 3.5% 68% False False 48,389
60 75.89 61.38 14.51 20.3% 2.45 3.4% 70% False False 35,412
80 75.89 59.95 15.94 22.3% 2.24 3.1% 73% False False 28,669
100 75.89 54.20 21.69 30.3% 2.06 2.9% 80% False False 24,080
120 75.89 54.20 21.69 30.3% 1.95 2.7% 80% False False 20,896
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 0.78
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.97
2.618 83.17
1.618 79.00
1.000 76.42
0.618 74.83
HIGH 72.25
0.618 70.66
0.500 70.17
0.382 69.67
LOW 68.08
0.618 65.50
1.000 63.91
1.618 61.33
2.618 57.16
4.250 50.36
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 71.12 71.05
PP 70.64 70.50
S1 70.17 69.96

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

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