NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 81.59 81.46 -0.13 -0.2% 81.23
High 82.03 82.24 0.21 0.3% 82.85
Low 79.45 80.86 1.41 1.8% 78.65
Close 81.59 81.84 0.25 0.3% 79.18
Range 2.58 1.38 -1.20 -46.5% 4.20
ATR 2.11 2.06 -0.05 -2.5% 0.00
Volume 5,540 6,271 731 13.2% 32,291
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.79 85.19 82.60
R3 84.41 83.81 82.22
R2 83.03 83.03 82.09
R1 82.43 82.43 81.97 82.73
PP 81.65 81.65 81.65 81.80
S1 81.05 81.05 81.71 81.35
S2 80.27 80.27 81.59
S3 78.89 79.67 81.46
S4 77.51 78.29 81.08
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 82.48 78.65 3.83 4.7% 1.91 2.3% 83% False False 6,312
10 83.20 78.65 4.55 5.6% 1.91 2.3% 70% False False 7,011
20 84.09 78.65 5.44 6.6% 2.15 2.6% 59% False False 6,531
40 84.09 68.38 15.71 19.2% 1.90 2.3% 86% False False 5,818
60 84.09 68.38 15.71 19.2% 1.59 1.9% 86% False False 4,715
80 84.09 68.38 15.71 19.2% 1.47 1.8% 86% False False 4,067
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.11
2.618 85.85
1.618 84.47
1.000 83.62
0.618 83.09
HIGH 82.24
0.618 81.71
0.500 81.55
0.382 81.39
LOW 80.86
0.618 80.01
1.000 79.48
1.618 78.63
2.618 77.25
4.250 75.00
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 81.74 81.38
PP 81.65 80.91
S1 81.55 80.45

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

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