NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 72.24 73.17 0.93 1.3% 69.81
High 73.84 74.55 0.71 1.0% 72.55
Low 72.05 72.83 0.78 1.1% 68.05
Close 73.27 74.15 0.88 1.2% 71.77
Range 1.79 1.72 -0.07 -3.9% 4.50
ATR 2.52 2.46 -0.06 -2.3% 0.00
Volume 322,276 260,226 -62,050 -19.3% 1,757,994
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.00 78.30 75.10
R3 77.28 76.58 74.62
R2 75.56 75.56 74.47
R1 74.86 74.86 74.31 75.21
PP 73.84 73.84 73.84 74.02
S1 73.14 73.14 73.99 73.49
S2 72.12 72.12 73.83
S3 70.40 71.42 73.68
S4 68.68 69.70 73.20
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.29 82.53 74.25
R3 79.79 78.03 73.01
R2 75.29 75.29 72.60
R1 73.53 73.53 72.18 74.41
PP 70.79 70.79 70.79 71.23
S1 69.03 69.03 71.36 69.91
S2 66.29 66.29 70.95
S3 61.79 64.53 70.53
S4 57.29 60.03 69.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.55 68.88 5.67 7.6% 2.30 3.1% 93% True False 336,312
10 74.55 66.22 8.33 11.2% 2.55 3.4% 95% True False 330,922
20 74.55 65.05 9.50 12.8% 2.45 3.3% 96% True False 280,490
40 75.55 65.05 10.50 14.2% 2.52 3.4% 87% False False 184,352
60 75.89 65.05 10.84 14.6% 2.49 3.4% 84% False False 136,845
80 75.89 61.38 14.51 19.6% 2.46 3.3% 88% False False 105,793
100 75.89 61.38 14.51 19.6% 2.31 3.1% 88% False False 86,438
120 75.89 54.20 21.69 29.3% 2.17 2.9% 92% False False 73,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.86
2.618 79.05
1.618 77.33
1.000 76.27
0.618 75.61
HIGH 74.55
0.618 73.89
0.500 73.69
0.382 73.49
LOW 72.83
0.618 71.77
1.000 71.11
1.618 70.05
2.618 68.33
4.250 65.52
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 74.00 73.63
PP 73.84 73.11
S1 73.69 72.59

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

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