NYMEX Light Sweet Crude Oil Future May 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 80.50 82.47 1.97 2.4% 82.52
High 82.31 82.96 0.65 0.8% 83.36
Low 80.08 81.48 1.40 1.7% 79.27
Close 82.20 82.47 0.27 0.3% 79.81
Range 2.23 1.48 -0.75 -33.6% 4.09
ATR 1.85 1.83 -0.03 -1.4% 0.00
Volume 4,642 3,358 -1,284 -27.7% 28,959
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.74 86.09 83.28
R3 85.26 84.61 82.88
R2 83.78 83.78 82.74
R1 83.13 83.13 82.61 83.21
PP 82.30 82.30 82.30 82.35
S1 81.65 81.65 82.33 81.73
S2 80.82 80.82 82.20
S3 79.34 80.17 82.06
S4 77.86 78.69 81.66
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.08 90.54 82.06
R3 88.99 86.45 80.93
R2 84.90 84.90 80.56
R1 82.36 82.36 80.18 81.59
PP 80.81 80.81 80.81 80.43
S1 78.27 78.27 79.44 77.50
S2 76.72 76.72 79.06
S3 72.63 74.18 78.69
S4 68.54 70.09 77.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.96 79.27 3.69 4.5% 1.59 1.9% 87% True False 5,349
10 83.67 79.27 4.40 5.3% 1.68 2.0% 73% False False 5,728
20 84.42 79.27 5.15 6.2% 1.79 2.2% 62% False False 5,426
40 84.42 68.84 15.58 18.9% 1.55 1.9% 87% False False 4,826
60 84.42 68.84 15.58 18.9% 1.20 1.4% 87% False False 4,058
80 84.42 68.84 15.58 18.9% 1.07 1.3% 87% False False 3,526
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.25
2.618 86.83
1.618 85.35
1.000 84.44
0.618 83.87
HIGH 82.96
0.618 82.39
0.500 82.22
0.382 82.05
LOW 81.48
0.618 80.57
1.000 80.00
1.618 79.09
2.618 77.61
4.250 75.19
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 82.39 82.02
PP 82.30 81.57
S1 82.22 81.12

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

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