NYMEX Light Sweet Crude Oil Future March 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	80.50	81.59	1.09	1.4%	79.95
High	82.30	81.86	-0.44	-0.5%	82.29
Low	80.50	79.22	-1.28	-1.6%	77.80
Close	81.57	79.63	-1.94	-2.4%	78.48
Range	1.80	2.64	0.84	46.7%	4.49
ATR	2.21	2.24	0.03	1.4%	0.00
Volume	20,155	25,537	5,382	26.7%	89,009

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.16	86.53	81.08
R3	85.52	83.89	80.36
R2	82.88	82.88	80.11
R1	81.25	81.25	79.87	80.75
PP	80.24	80.24	80.24	79.98
S1	78.61	78.61	79.39	78.11
S2	77.60	77.60	79.15
S3	74.96	75.97	78.90
S4	72.32	73.33	78.18

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.99	90.23	80.95
R3	88.50	85.74	79.71
R2	84.01	84.01	79.30
R1	81.25	81.25	78.89	80.39
PP	79.52	79.52	79.52	79.09
S1	76.76	76.76	78.07	75.90
S2	75.03	75.03	77.66
S3	70.54	72.27	77.25
S4	66.05	67.78	76.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.30	77.80	4.50	5.7%	2.13	2.7%	41%	False	False	21,834
10	82.30	77.80	4.50	5.7%	2.31	2.9%	41%	False	False	18,795
20	83.50	77.80	5.70	7.2%	2.32	2.9%	32%	False	False	17,958
40	83.60	67.46	16.14	20.3%	2.12	2.7%	75%	False	False	14,303
60	83.60	67.46	16.14	20.3%	2.07	2.6%	75%	False	False	11,532
80	83.60	67.46	16.14	20.3%	1.96	2.5%	75%	False	False	9,575

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	0.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.08
2.618	88.77
1.618	86.13
1.000	84.50
0.618	83.49
HIGH	81.86
0.618	80.85
0.500	80.54
0.382	80.23
LOW	79.22
0.618	77.59
1.000	76.58
1.618	74.95
2.618	72.31
4.250	68.00

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	80.54	80.76
PP	80.24	80.38
S1	79.93	80.01

Download as Excel Spreadsheet

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

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