NYMEX Light Sweet Crude Oil Future April 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	82.27	81.75	-0.52	-0.6%	81.23
High	82.99	82.30	-0.69	-0.8%	82.85
Low	81.68	79.95	-1.73	-2.1%	78.65
Close	82.27	80.36	-1.91	-2.3%	79.18
Range	1.31	2.35	1.04	79.4%	4.20
ATR	2.00	2.03	0.02	1.2%	0.00
Volume	5,420	7,748	2,328	43.0%	32,291

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.92	86.49	81.65
R3	85.57	84.14	81.01
R2	83.22	83.22	80.79
R1	81.79	81.79	80.58	81.33
PP	80.87	80.87	80.87	80.64
S1	79.44	79.44	80.14	78.98
S2	78.52	78.52	79.93
S3	76.17	77.09	79.71
S4	73.82	74.74	79.07

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	82.99	78.65	4.34	5.4%	1.85	2.3%	39%	False	False	6,661
10	82.99	78.65	4.34	5.4%	2.07	2.6%	39%	False	False	6,570
20	84.00	78.65	5.35	6.7%	2.10	2.6%	32%	False	False	6,363
40	84.09	68.38	15.71	19.5%	1.86	2.3%	76%	False	False	5,987
60	84.09	68.38	15.71	19.5%	1.64	2.0%	76%	False	False	4,878
80	84.09	68.38	15.71	19.5%	1.49	1.9%	76%	False	False	4,169

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	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	92.29
2.618	88.45
1.618	86.10
1.000	84.65
0.618	83.75
HIGH	82.30
0.618	81.40
0.500	81.13
0.382	80.85
LOW	79.95
0.618	78.50
1.000	77.60
1.618	76.15
2.618	73.80
4.250	69.96

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	81.13	81.47
PP	80.87	81.10
S1	80.62	80.73

Download as Excel Spreadsheet

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

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