NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	79.47	80.29	0.82	1.0%	79.65
High	81.06	80.52	-0.54	-0.7%	81.58
Low	79.12	79.34	0.22	0.3%	76.85
Close	80.40	79.62	-0.78	-1.0%	77.00
Range	1.94	1.18	-0.76	-39.2%	4.73
ATR	2.55	2.45	-0.10	-3.8%	0.00
Volume	373,992	366,103	-7,889	-2.1%	1,753,343

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.37	82.67	80.27
R3	82.19	81.49	79.94
R2	81.01	81.01	79.84
R1	80.31	80.31	79.73	80.07
PP	79.83	79.83	79.83	79.71
S1	79.13	79.13	79.51	78.89
S2	78.65	78.65	79.40
S3	77.47	77.95	79.30
S4	76.29	76.77	78.97

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.67	89.56	79.60
R3	87.94	84.83	78.30
R2	83.21	83.21	77.87
R1	80.10	80.10	77.43	79.29
PP	78.48	78.48	78.48	78.07
S1	75.37	75.37	76.57	74.56
S2	73.75	73.75	76.13
S3	69.02	70.64	75.70
S4	64.29	65.91	74.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.06	76.55	4.51	5.7%	2.36	3.0%	68%	False	False	376,814
10	81.78	76.55	5.23	6.6%	2.59	3.3%	59%	False	False	357,224
20	82.00	71.09	10.91	13.7%	2.35	2.9%	78%	False	False	298,277
40	82.00	65.55	16.45	20.7%	2.44	3.1%	86%	False	False	201,681
60	82.00	65.55	16.45	20.7%	2.48	3.1%	86%	False	False	154,205
80	82.00	65.00	17.00	21.4%	2.43	3.0%	86%	False	False	128,343
100	82.00	62.21	19.79	24.9%	2.44	3.1%	88%	False	False	109,886
120	82.00	62.21	19.79	24.9%	2.37	3.0%	88%	False	False	97,198

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.80
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	85.54
2.618	83.61
1.618	82.43
1.000	81.70
0.618	81.25
HIGH	80.52
0.618	80.07
0.500	79.93
0.382	79.79
LOW	79.34
0.618	78.61
1.000	78.16
1.618	77.43
2.618	76.25
4.250	74.33

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	79.93	79.35
PP	79.83	79.08
S1	79.72	78.81

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