NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	76.02	76.36	0.34	0.4%	72.22
High	76.70	76.56	-0.14	-0.2%	76.70
Low	75.50	75.76	0.26	0.3%	72.22
Close	76.36	76.10	-0.26	-0.3%	76.10
Range	1.20	0.80	-0.40	-33.3%	4.48
ATR	1.89	1.81	-0.08	-4.1%	0.00
Volume	13,085	6,763	-6,322	-48.3%	48,994

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.54	78.12	76.54
R3	77.74	77.32	76.32
R2	76.94	76.94	76.25
R1	76.52	76.52	76.17	76.33
PP	76.14	76.14	76.14	76.05
S1	75.72	75.72	76.03	75.53
S2	75.34	75.34	75.95
S3	74.54	74.92	75.88
S4	73.74	74.12	75.66

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.45	86.75	78.56
R3	83.97	82.27	77.33
R2	79.49	79.49	76.92
R1	77.79	77.79	76.51	78.64
PP	75.01	75.01	75.01	75.43
S1	73.31	73.31	75.69	74.16
S2	70.53	70.53	75.28
S3	66.05	68.83	74.87
S4	61.57	64.35	73.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.70	72.22	4.48	5.9%	1.40	1.8%	87%	False	False	9,798
10	76.70	71.32	5.38	7.1%	1.77	2.3%	89%	False	False	11,533
20	79.24	71.32	7.92	10.4%	1.73	2.3%	60%	False	False	9,807
40	80.55	71.32	9.23	12.1%	1.80	2.4%	52%	False	False	9,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	79.96
2.618	78.65
1.618	77.85
1.000	77.36
0.618	77.05
HIGH	76.56
0.618	76.25
0.500	76.16
0.382	76.07
LOW	75.76
0.618	75.27
1.000	74.96
1.618	74.47
2.618	73.67
4.250	72.36

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	76.16	75.87
PP	76.14	75.63
S1	76.12	75.40

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