NYMEX Light Sweet Crude Oil Future February 2010

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	81.52	81.17	-0.35	-0.4%	78.00
High	81.78	81.67	-0.11	-0.1%	82.28
Low	80.66	78.04	-2.62	-3.2%	77.91
Close	80.93	78.75	-2.18	-2.7%	78.75
Range	1.12	3.63	2.51	224.1%	4.37
ATR	2.26	2.36	0.10	4.3%	0.00
Volume	39,728	19,941	-19,787	-49.8%	152,009

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.38	88.19	80.75
R3	86.75	84.56	79.75
R2	83.12	83.12	79.42
R1	80.93	80.93	79.08	80.21
PP	79.49	79.49	79.49	79.13
S1	77.30	77.30	78.42	76.58
S2	75.86	75.86	78.08
S3	72.23	73.67	77.75
S4	68.60	70.04	76.75

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.76	90.12	81.15
R3	88.39	85.75	79.95
R2	84.02	84.02	79.55
R1	81.38	81.38	79.15	82.70
PP	79.65	79.65	79.65	80.31
S1	77.01	77.01	78.35	78.33
S2	75.28	75.28	77.95
S3	70.91	72.64	77.55
S4	66.54	68.27	76.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.28	77.91	4.37	5.5%	2.36	3.0%	19%	False	False	30,401
10	82.94	77.91	5.03	6.4%	2.61	3.3%	17%	False	False	28,570
20	83.19	73.60	9.59	12.2%	2.31	2.9%	54%	False	False	23,991
40	83.19	66.82	16.37	20.8%	2.17	2.8%	73%	False	False	17,615
60	83.19	66.82	16.37	20.8%	2.09	2.7%	73%	False	False	13,713
80	83.19	66.82	16.37	20.8%	1.90	2.4%	73%	False	False	11,541
100	83.19	63.61	19.58	24.9%	1.71	2.2%	77%	False	False	9,874
120	83.19	63.61	19.58	24.9%	1.60	2.0%	77%	False	False	8,585

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	97.10
2.618	91.17
1.618	87.54
1.000	85.30
0.618	83.91
HIGH	81.67
0.618	80.28
0.500	79.86
0.382	79.43
LOW	78.04
0.618	75.80
1.000	74.41
1.618	72.17
2.618	68.54
4.250	62.61

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	79.86	80.16
PP	79.49	79.69
S1	79.12	79.22

Download as Excel Spreadsheet

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

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