NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 06-Nov-2009

Day Change Summary
	Previous	Current
	05-Nov-2009	06-Nov-2009	Change	Change %	Previous Week
Open	80.29	79.80	-0.49	-0.6%	77.02
High	80.52	80.34	-0.18	-0.2%	81.06
Low	79.34	76.71	-2.63	-3.3%	76.55
Close	79.62	77.43	-2.19	-2.8%	77.43
Range	1.18	3.63	2.45	207.6%	4.51
ATR	2.45	2.54	0.08	3.4%	0.00
Volume	366,103	257,603	-108,500	-29.6%	1,781,098

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.05	86.87	79.43
R3	85.42	83.24	78.43
R2	81.79	81.79	78.10
R1	79.61	79.61	77.76	78.89
PP	78.16	78.16	78.16	77.80
S1	75.98	75.98	77.10	75.26
S2	74.53	74.53	76.76
S3	70.90	72.35	76.43
S4	67.27	68.72	75.43

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.88	89.16	79.91
R3	87.37	84.65	78.67
R2	82.86	82.86	78.26
R1	80.14	80.14	77.84	81.50
PP	78.35	78.35	78.35	79.03
S1	75.63	75.63	77.02	76.99
S2	73.84	73.84	76.60
S3	69.33	71.12	76.19
S4	64.82	66.61	74.95

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	5.8%	2.41	3.1%	20%	False	False	356,219
10	81.58	76.55	5.03	6.5%	2.73	3.5%	17%	False	False	353,444
20	82.00	72.50	9.50	12.3%	2.45	3.2%	52%	False	False	299,967
40	82.00	65.55	16.45	21.2%	2.44	3.1%	72%	False	False	206,025
60	82.00	65.55	16.45	21.2%	2.50	3.2%	72%	False	False	157,618
80	82.00	65.55	16.45	21.2%	2.45	3.2%	72%	False	False	130,877
100	82.00	62.21	19.79	25.6%	2.46	3.2%	77%	False	False	112,122
120	82.00	62.21	19.79	25.6%	2.38	3.1%	77%	False	False	99,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.80
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	95.77
2.618	89.84
1.618	86.21
1.000	83.97
0.618	82.58
HIGH	80.34
0.618	78.95
0.500	78.53
0.382	78.10
LOW	76.71
0.618	74.47
1.000	73.08
1.618	70.84
2.618	67.21
4.250	61.28

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	78.53	78.89
PP	78.16	78.40
S1	77.80	77.92

Download as Excel Spreadsheet

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

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