NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 78.56 79.61 1.05 1.3% 72.24
High 79.69 80.05 0.36 0.5% 78.75
Low 78.05 78.05 0.00 0.0% 72.05
Close 79.61 79.09 -0.52 -0.7% 78.53
Range 1.64 2.00 0.36 22.0% 6.70
ATR 2.35 2.33 -0.03 -1.1% 0.00
Volume 238,421 131,534 -106,887 -44.8% 1,595,232
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.06 84.08 80.19
R3 83.06 82.08 79.64
R2 81.06 81.06 79.46
R1 80.08 80.08 79.27 79.57
PP 79.06 79.06 79.06 78.81
S1 78.08 78.08 78.91 77.57
S2 77.06 77.06 78.72
S3 75.06 76.08 78.54
S4 73.06 74.08 77.99
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.54 94.24 82.22
R3 89.84 87.54 80.37
R2 83.14 83.14 79.76
R1 80.84 80.84 79.14 81.99
PP 76.44 76.44 76.44 77.02
S1 74.14 74.14 77.92 75.29
S2 69.74 69.74 77.30
S3 63.04 67.44 76.69
S4 56.34 60.74 74.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.05 74.40 5.65 7.1% 1.98 2.5% 83% True False 276,537
10 80.05 68.88 11.17 14.1% 2.14 2.7% 91% True False 306,424
20 80.05 65.05 15.00 19.0% 2.40 3.0% 94% True False 306,098
40 80.05 65.05 15.00 19.0% 2.44 3.1% 94% True False 210,863
60 80.05 65.05 15.00 19.0% 2.50 3.2% 94% True False 157,298
80 80.05 61.38 18.67 23.6% 2.44 3.1% 95% True False 122,598
100 80.05 61.38 18.67 23.6% 2.33 2.9% 95% True False 99,894
120 80.05 55.83 24.22 30.6% 2.21 2.8% 96% True False 84,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.55
2.618 85.29
1.618 83.29
1.000 82.05
0.618 81.29
HIGH 80.05
0.618 79.29
0.500 79.05
0.382 78.81
LOW 78.05
0.618 76.81
1.000 76.05
1.618 74.81
2.618 72.81
4.250 69.55
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 79.08 78.87
PP 79.06 78.65
S1 79.05 78.44

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

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