NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 79.18 81.59 2.41 3.0% 81.23
High 80.29 82.03 1.74 2.2% 82.85
Low 78.65 79.45 0.80 1.0% 78.65
Close 79.18 81.59 2.41 3.0% 79.18
Range 1.64 2.58 0.94 57.3% 4.20
ATR 2.05 2.11 0.06 2.8% 0.00
Volume 8,326 5,540 -2,786 -33.5% 32,291
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.76 87.76 83.01
R3 86.18 85.18 82.30
R2 83.60 83.60 82.06
R1 82.60 82.60 81.83 82.88
PP 81.02 81.02 81.02 81.17
S1 80.02 80.02 81.35 80.30
S2 78.44 78.44 81.12
S3 75.86 77.44 80.88
S4 73.28 74.86 80.17
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 5.1% 2.08 2.6% 70% False False 6,071
10 83.20 78.65 4.55 5.6% 2.07 2.5% 65% False False 7,010
20 84.09 78.65 5.44 6.7% 2.15 2.6% 54% False False 6,329
40 84.09 68.38 15.71 19.3% 1.91 2.3% 84% False False 5,764
60 84.09 68.38 15.71 19.3% 1.57 1.9% 84% False False 4,648
80 84.09 68.38 15.71 19.3% 1.46 1.8% 84% False False 4,027
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.00
2.618 88.78
1.618 86.20
1.000 84.61
0.618 83.62
HIGH 82.03
0.618 81.04
0.500 80.74
0.382 80.44
LOW 79.45
0.618 77.86
1.000 76.87
1.618 75.28
2.618 72.70
4.250 68.49
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 81.31 81.21
PP 81.02 80.83
S1 80.74 80.45

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

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