NYMEX Light Sweet Crude Oil Future January 2010


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 79.87 80.16 0.29 0.4% 78.47
High 80.88 80.40 -0.48 -0.6% 81.12
Low 79.23 77.61 -1.62 -2.0% 76.27
Close 80.10 78.05 -2.05 -2.6% 77.03
Range 1.65 2.79 1.14 69.1% 4.85
ATR 2.37 2.40 0.03 1.3% 0.00
Volume 143,493 187,950 44,457 31.0% 667,792
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.06 85.34 79.58
R3 84.27 82.55 78.82
R2 81.48 81.48 78.56
R1 79.76 79.76 78.31 79.23
PP 78.69 78.69 78.69 78.42
S1 76.97 76.97 77.79 76.44
S2 75.90 75.90 77.54
S3 73.11 74.18 77.28
S4 70.32 71.39 76.52
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 80.88 76.27 4.61 5.9% 2.22 2.8% 39% False False 163,105
10 81.12 76.27 4.85 6.2% 2.43 3.1% 37% False False 135,985
20 82.43 76.27 6.16 7.9% 2.49 3.2% 29% False False 111,178
40 82.58 66.10 16.48 21.1% 2.36 3.0% 73% False False 81,348
60 82.58 66.10 16.48 21.1% 2.35 3.0% 73% False False 59,891
80 82.58 66.10 16.48 21.1% 2.29 2.9% 73% False False 47,590
100 82.58 63.01 19.57 25.1% 2.18 2.8% 77% False False 39,547
120 82.58 63.01 19.57 25.1% 2.09 2.7% 77% False False 33,652
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 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.26
2.618 87.70
1.618 84.91
1.000 83.19
0.618 82.12
HIGH 80.40
0.618 79.33
0.500 79.01
0.382 78.68
LOW 77.61
0.618 75.89
1.000 74.82
1.618 73.10
2.618 70.31
4.250 65.75
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 79.01 79.25
PP 78.69 78.85
S1 78.37 78.45

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

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