NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 79.65 79.11 -0.54 -0.7% 81.59
High 80.31 81.12 0.81 1.0% 82.99
Low 78.57 78.75 0.18 0.2% 79.18
Close 78.96 81.03 2.07 2.6% 79.85
Range 1.74 2.37 0.63 36.2% 3.81
ATR 2.00 2.03 0.03 1.3% 0.00
Volume 11,342 16,622 5,280 46.6% 32,527
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.41 86.59 82.33
R3 85.04 84.22 81.68
R2 82.67 82.67 81.46
R1 81.85 81.85 81.25 82.26
PP 80.30 80.30 80.30 80.51
S1 79.48 79.48 80.81 79.89
S2 77.93 77.93 80.60
S3 75.56 77.11 80.38
S4 73.19 74.74 79.73
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.10 89.79 81.95
R3 88.29 85.98 80.90
R2 84.48 84.48 80.55
R1 82.17 82.17 80.20 81.42
PP 80.67 80.67 80.67 80.30
S1 78.36 78.36 79.50 77.61
S2 76.86 76.86 79.15
S3 73.05 74.55 78.80
S4 69.24 70.74 77.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.30 78.57 3.73 4.6% 2.08 2.6% 66% False False 10,151
10 82.99 78.57 4.42 5.5% 2.02 2.5% 56% False False 8,212
20 83.20 78.57 4.63 5.7% 2.08 2.6% 53% False False 7,483
40 84.09 70.45 13.64 16.8% 1.91 2.4% 78% False False 6,497
60 84.09 68.38 15.71 19.4% 1.69 2.1% 81% False False 5,448
80 84.09 68.38 15.71 19.4% 1.53 1.9% 81% False False 4,614
100 84.09 65.05 19.04 23.5% 1.38 1.7% 84% False False 4,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 91.19
2.618 87.32
1.618 84.95
1.000 83.49
0.618 82.58
HIGH 81.12
0.618 80.21
0.500 79.94
0.382 79.66
LOW 78.75
0.618 77.29
1.000 76.38
1.618 74.92
2.618 72.55
4.250 68.68
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 80.67 80.81
PP 80.30 80.59
S1 79.94 80.37

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

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