NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 74.40 75.34 0.94 1.3% 69.81
High 75.53 77.97 2.44 3.2% 72.55
Low 74.40 74.79 0.39 0.5% 68.05
Close 75.18 77.58 2.40 3.2% 71.77
Range 1.13 3.18 2.05 181.4% 4.50
ATR 2.39 2.44 0.06 2.4% 0.00
Volume 361,151 296,006 -65,145 -18.0% 1,757,994
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.32 85.13 79.33
R3 83.14 81.95 78.45
R2 79.96 79.96 78.16
R1 78.77 78.77 77.87 79.37
PP 76.78 76.78 76.78 77.08
S1 75.59 75.59 77.29 76.19
S2 73.60 73.60 77.00
S3 70.42 72.41 76.71
S4 67.24 69.23 75.83
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 77.97 70.62 7.35 9.5% 1.91 2.5% 95% True False 328,974
10 77.97 68.05 9.92 12.8% 2.30 3.0% 96% True False 333,234
20 77.97 65.05 12.92 16.7% 2.48 3.2% 97% True False 298,089
40 77.97 65.05 12.92 16.7% 2.43 3.1% 97% True False 198,444
60 77.97 65.05 12.92 16.7% 2.50 3.2% 97% True False 146,980
80 77.97 61.38 16.59 21.4% 2.44 3.2% 98% True False 113,799
100 77.97 61.38 16.59 21.4% 2.32 3.0% 98% True False 92,888
120 77.97 54.71 23.26 30.0% 2.18 2.8% 98% True False 78,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.49
2.618 86.30
1.618 83.12
1.000 81.15
0.618 79.94
HIGH 77.97
0.618 76.76
0.500 76.38
0.382 76.00
LOW 74.79
0.618 72.82
1.000 71.61
1.618 69.64
2.618 66.46
4.250 61.28
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 77.18 76.85
PP 76.78 76.13
S1 76.38 75.40

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

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