NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	69.77	71.63	1.86	2.7%	69.81
High	72.03	71.81	-0.22	-0.3%	73.58
Low	69.74	68.04	-1.70	-2.4%	68.51
Close	71.76	68.97	-2.79	-3.9%	72.49
Range	2.29	3.77	1.48	64.6%	5.07
ATR	2.41	2.51	0.10	4.0%	0.00
Volume	288,782	218,292	-70,490	-24.4%	752,669

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.92	78.71	71.04
R3	77.15	74.94	70.01
R2	73.38	73.38	69.66
R1	71.17	71.17	69.32	70.39
PP	69.61	69.61	69.61	69.22
S1	67.40	67.40	68.62	66.62
S2	65.84	65.84	68.28
S3	62.07	63.63	67.93
S4	58.30	59.86	66.90

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.74	84.68	75.28
R3	81.67	79.61	73.88
R2	76.60	76.60	73.42
R1	74.54	74.54	72.95	75.57
PP	71.53	71.53	71.53	72.04
S1	69.47	69.47	72.03	70.50
S2	66.46	66.46	71.56
S3	61.39	64.40	71.10
S4	56.32	59.33	69.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.58	68.04	5.54	8.0%	2.46	3.6%	17%	False	True	191,572
10	73.58	68.04	5.54	8.0%	2.44	3.5%	17%	False	True	170,019
20	74.16	67.66	6.50	9.4%	2.49	3.6%	20%	False	False	123,204
40	75.89	66.41	9.48	13.7%	2.58	3.7%	27%	False	False	87,515
60	75.89	61.38	14.51	21.0%	2.47	3.6%	52%	False	False	64,962
80	75.89	61.38	14.51	21.0%	2.34	3.4%	52%	False	False	50,937
100	75.89	59.77	16.12	23.4%	2.18	3.2%	57%	False	False	42,141
120	75.89	54.20	21.69	31.4%	2.03	2.9%	68%	False	False	35,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	87.83
2.618	81.68
1.618	77.91
1.000	75.58
0.618	74.14
HIGH	71.81
0.618	70.37
0.500	69.93
0.382	69.48
LOW	68.04
0.618	65.71
1.000	64.27
1.618	61.94
2.618	58.17
4.250	52.02

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	69.93	70.35
PP	69.61	69.89
S1	69.29	69.43

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols