NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	77.20	79.48	2.28	3.0%	78.47
High	80.04	80.33	0.29	0.4%	81.12
Low	77.04	78.75	1.71	2.2%	76.27
Close	79.53	79.72	0.19	0.2%	77.03
Range	3.00	1.58	-1.42	-47.3%	4.85
ATR	2.49	2.42	-0.06	-2.6%	0.00
Volume	140,732	158,557	17,825	12.7%	667,792

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.34	83.61	80.59
R3	82.76	82.03	80.15
R2	81.18	81.18	80.01
R1	80.45	80.45	79.86	80.82
PP	79.60	79.60	79.60	79.78
S1	78.87	78.87	79.58	79.24
S2	78.02	78.02	79.43
S3	76.44	77.29	79.29
S4	74.86	75.71	78.85

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.69	89.71	79.70
R3	87.84	84.86	78.36
R2	82.99	82.99	77.92
R1	80.01	80.01	77.47	79.08
PP	78.14	78.14	78.14	77.67
S1	75.16	75.16	76.59	74.23
S2	73.29	73.29	76.14
S3	68.44	70.31	75.70
S4	63.59	65.46	74.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.70	76.27	4.43	5.6%	2.26	2.8%	78%	False	False	146,469
10	81.67	76.27	5.40	6.8%	2.30	2.9%	64%	False	False	120,528
20	82.58	76.27	6.31	7.9%	2.56	3.2%	55%	False	False	102,902
40	82.58	66.10	16.48	20.7%	2.41	3.0%	83%	False	False	74,558
60	82.58	66.10	16.48	20.7%	2.37	3.0%	83%	False	False	54,704
80	82.58	66.10	16.48	20.7%	2.30	2.9%	83%	False	False	43,692
100	82.58	63.01	19.57	24.5%	2.19	2.7%	85%	False	False	36,330
120	82.58	63.01	19.57	24.5%	2.07	2.6%	85%	False	False	30,944

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.55
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.05
2.618	84.47
1.618	82.89
1.000	81.91
0.618	81.31
HIGH	80.33
0.618	79.73
0.500	79.54
0.382	79.35
LOW	78.75
0.618	77.77
1.000	77.17
1.618	76.19
2.618	74.61
4.250	72.04

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	79.66	79.25
PP	79.60	78.77
S1	79.54	78.30

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