NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	79.86	78.76	-1.10	-1.4%	79.63
High	79.91	80.54	0.63	0.8%	81.53
Low	74.88	77.67	2.79	3.7%	74.88
Close	78.50	79.84	1.34	1.7%	78.50
Range	5.03	2.87	-2.16	-42.9%	6.65
ATR	2.44	2.47	0.03	1.2%	0.00
Volume	51,345	29,838	-21,507	-41.9%	168,787

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.96	86.77	81.42
R3	85.09	83.90	80.63
R2	82.22	82.22	80.37
R1	81.03	81.03	80.10	81.63
PP	79.35	79.35	79.35	79.65
S1	78.16	78.16	79.58	78.76
S2	76.48	76.48	79.31
S3	73.61	75.29	79.05
S4	70.74	72.42	78.26

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	98.25	95.03	82.16
R3	91.60	88.38	80.33
R2	84.95	84.95	79.72
R1	81.73	81.73	79.11	80.02
PP	78.30	78.30	78.30	77.45
S1	75.08	75.08	77.89	73.37
S2	71.65	71.65	77.28
S3	65.00	68.43	76.67
S4	58.35	61.78	74.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.53	74.88	6.65	8.3%	2.94	3.7%	75%	False	False	39,725
10	82.30	74.88	7.42	9.3%	2.52	3.2%	67%	False	False	30,683
20	82.81	74.88	7.93	9.9%	2.37	3.0%	63%	False	False	24,857
40	83.60	69.77	13.83	17.3%	2.25	2.8%	73%	False	False	18,604
60	83.60	67.46	16.14	20.2%	2.13	2.7%	77%	False	False	14,726
80	83.60	67.46	16.14	20.2%	2.04	2.6%	77%	False	False	12,066
100	83.60	64.26	19.34	24.2%	1.90	2.4%	81%	False	False	10,457

Crabel Price Patterns
NR	True
NR4	False
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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.74
2.618	88.05
1.618	85.18
1.000	83.41
0.618	82.31
HIGH	80.54
0.618	79.44
0.500	79.11
0.382	78.77
LOW	77.67
0.618	75.90
1.000	74.80
1.618	73.03
2.618	70.16
4.250	65.47

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	79.60	79.13
PP	79.35	78.42
S1	79.11	77.71

Download as Excel Spreadsheet

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

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