NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 73.00 73.00 0.00 0.0% 69.49
High 73.53 73.82 0.29 0.4% 73.82
Low 72.07 70.13 -1.94 -2.7% 69.42
Close 72.97 70.68 -2.29 -3.1% 70.68
Range 1.46 3.69 2.23 152.7% 4.40
ATR 2.16 2.26 0.11 5.1% 0.00
Volume 22,038 25,618 3,580 16.2% 78,225
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.61 80.34 72.71
R3 78.92 76.65 71.69
R2 75.23 75.23 71.36
R1 72.96 72.96 71.02 72.25
PP 71.54 71.54 71.54 71.19
S1 69.27 69.27 70.34 68.56
S2 67.85 67.85 70.00
S3 64.16 65.58 69.67
S4 60.47 61.89 68.65
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.51 81.99 73.10
R3 80.11 77.59 71.89
R2 75.71 75.71 71.49
R1 73.19 73.19 71.08 74.45
PP 71.31 71.31 71.31 71.94
S1 68.79 68.79 70.28 70.05
S2 66.91 66.91 69.87
S3 62.51 64.39 69.47
S4 58.11 59.99 68.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.82 68.77 5.05 7.1% 2.41 3.4% 38% True False 18,161
10 75.29 68.77 6.52 9.2% 2.37 3.4% 29% False False 13,989
20 76.69 68.77 7.92 11.2% 2.37 3.3% 24% False False 12,994
40 77.45 66.90 10.55 14.9% 2.13 3.0% 36% False False 11,103
60 77.45 63.01 14.44 20.4% 2.00 2.8% 53% False False 9,249
80 77.45 63.01 14.44 20.4% 1.82 2.6% 53% False False 7,795
100 77.45 56.45 21.00 29.7% 1.72 2.4% 68% False False 6,604
120 77.45 56.18 21.27 30.1% 1.61 2.3% 68% False False 5,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.50
2.618 83.48
1.618 79.79
1.000 77.51
0.618 76.10
HIGH 73.82
0.618 72.41
0.500 71.98
0.382 71.54
LOW 70.13
0.618 67.85
1.000 66.44
1.618 64.16
2.618 60.47
4.250 54.45
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 71.98 71.98
PP 71.54 71.54
S1 71.11 71.11

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

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