NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	79.38	79.63	0.25	0.3%	79.20
High	80.33	79.87	-0.46	-0.6%	80.51
Low	78.67	77.06	-1.61	-2.0%	75.57
Close	79.58	77.46	-2.12	-2.7%	76.35
Range	1.66	2.81	1.15	69.3%	4.94
ATR	2.42	2.45	0.03	1.2%	0.00
Volume	319,240	253,658	-65,582	-20.5%	1,413,851

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.56	84.82	79.01
R3	83.75	82.01	78.23
R2	80.94	80.94	77.98
R1	79.20	79.20	77.72	78.67
PP	78.13	78.13	78.13	77.86
S1	76.39	76.39	77.20	75.86
S2	75.32	75.32	76.94
S3	72.51	73.58	76.69
S4	69.70	70.77	75.91

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.30	89.26	79.07
R3	87.36	84.32	77.71
R2	82.42	82.42	77.26
R1	79.38	79.38	76.80	78.43
PP	77.48	77.48	77.48	77.00
S1	74.44	74.44	75.90	73.49
S2	72.54	72.54	75.44
S3	67.60	69.50	74.99
S4	62.66	64.56	73.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.33	75.57	4.76	6.1%	2.25	2.9%	40%	False	False	336,496
10	80.51	75.57	4.94	6.4%	2.46	3.2%	38%	False	False	294,110
20	81.78	75.57	6.21	8.0%	2.53	3.3%	30%	False	False	325,667
40	82.00	65.55	16.45	21.2%	2.42	3.1%	72%	False	False	255,925
60	82.00	65.55	16.45	21.2%	2.45	3.2%	72%	False	False	194,119
80	82.00	65.55	16.45	21.2%	2.46	3.2%	72%	False	False	159,258
100	82.00	62.21	19.79	25.5%	2.43	3.1%	77%	False	False	136,140
120	82.00	62.21	19.79	25.5%	2.42	3.1%	77%	False	False	119,452

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.81
2.618	87.23
1.618	84.42
1.000	82.68
0.618	81.61
HIGH	79.87
0.618	78.80
0.500	78.47
0.382	78.13
LOW	77.06
0.618	75.32
1.000	74.25
1.618	72.51
2.618	69.70
4.250	65.12

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	78.47	78.70
PP	78.13	78.28
S1	77.80	77.87

Download as Excel Spreadsheet

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

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