NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 79.83 79.18 -0.65 -0.8% 81.23
High 82.25 80.29 -1.96 -2.4% 82.85
Low 79.43 78.65 -0.78 -1.0% 78.65
Close 79.83 79.18 -0.65 -0.8% 79.18
Range 2.82 1.64 -1.18 -41.8% 4.20
ATR 2.09 2.05 -0.03 -1.5% 0.00
Volume 5,811 8,326 2,515 43.3% 32,291
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.29 83.38 80.08
R3 82.65 81.74 79.63
R2 81.01 81.01 79.48
R1 80.10 80.10 79.33 80.00
PP 79.37 79.37 79.37 79.33
S1 78.46 78.46 79.03 78.36
S2 77.73 77.73 78.88
S3 76.09 76.82 78.73
S4 74.45 75.18 78.28
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.83 90.20 81.49
R3 88.63 86.00 80.34
R2 84.43 84.43 79.95
R1 81.80 81.80 79.57 81.02
PP 80.23 80.23 80.23 79.83
S1 77.60 77.60 78.80 76.82
S2 76.03 76.03 78.41
S3 71.83 73.40 78.03
S4 67.63 69.20 76.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.85 78.65 4.20 5.3% 1.97 2.5% 13% False True 6,458
10 83.20 78.65 4.55 5.7% 1.99 2.5% 12% False True 7,023
20 84.09 78.65 5.44 6.9% 2.09 2.6% 10% False True 6,387
40 84.09 68.38 15.71 19.8% 1.85 2.3% 69% False False 5,685
60 84.09 68.38 15.71 19.8% 1.55 2.0% 69% False False 4,618
80 84.09 68.38 15.71 19.8% 1.44 1.8% 69% False False 4,038
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.26
2.618 84.58
1.618 82.94
1.000 81.93
0.618 81.30
HIGH 80.29
0.618 79.66
0.500 79.47
0.382 79.28
LOW 78.65
0.618 77.64
1.000 77.01
1.618 76.00
2.618 74.36
4.250 71.68
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 79.47 80.57
PP 79.37 80.10
S1 79.28 79.64

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

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