NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 70.25 67.65 -2.60 -3.7% 74.16
High 70.32 68.25 -2.07 -2.9% 74.16
Low 67.37 66.82 -0.55 -0.8% 66.82
Close 67.49 67.40 -0.09 -0.1% 67.40
Range 2.95 1.43 -1.52 -51.5% 7.34
ATR 2.05 2.00 -0.04 -2.2% 0.00
Volume 12,932 18,678 5,746 44.4% 48,186
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.78 71.02 68.19
R3 70.35 69.59 67.79
R2 68.92 68.92 67.66
R1 68.16 68.16 67.53 67.83
PP 67.49 67.49 67.49 67.32
S1 66.73 66.73 67.27 66.40
S2 66.06 66.06 67.14
S3 64.63 65.30 67.01
S4 63.20 63.87 66.61
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.48 86.78 71.44
R3 84.14 79.44 69.42
R2 76.80 76.80 68.75
R1 72.10 72.10 68.07 70.78
PP 69.46 69.46 69.46 68.80
S1 64.76 64.76 66.73 63.44
S2 62.12 62.12 66.05
S3 54.78 57.42 65.38
S4 47.44 50.08 63.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.16 66.82 7.34 10.9% 2.41 3.6% 8% False True 9,637
10 74.79 66.82 7.97 11.8% 1.86 2.8% 7% False True 7,990
20 75.79 66.82 8.97 13.3% 1.86 2.8% 6% False True 7,185
40 78.00 66.82 11.18 16.6% 1.75 2.6% 5% False True 6,184
60 78.00 63.61 14.39 21.4% 1.57 2.3% 26% False False 5,561
80 78.00 63.61 14.39 21.4% 1.41 2.1% 26% False False 4,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.33
2.618 71.99
1.618 70.56
1.000 69.68
0.618 69.13
HIGH 68.25
0.618 67.70
0.500 67.54
0.382 67.37
LOW 66.82
0.618 65.94
1.000 65.39
1.618 64.51
2.618 63.08
4.250 60.74
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 67.54 69.91
PP 67.49 69.07
S1 67.45 68.24

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

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