NYMEX Light Sweet Crude Oil Future May 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 83.10 81.02 -2.08 -2.5% 82.52
High 83.45 82.84 -0.61 -0.7% 83.36
Low 82.14 80.83 -1.31 -1.6% 79.27
Close 82.91 81.02 -1.89 -2.3% 79.81
Range 1.31 2.01 0.70 53.4% 4.09
ATR 1.79 1.81 0.02 1.2% 0.00
Volume 3,803 4,339 536 14.1% 28,959
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.59 86.32 82.13
R3 85.58 84.31 81.57
R2 83.57 83.57 81.39
R1 82.30 82.30 81.20 82.03
PP 81.56 81.56 81.56 81.43
S1 80.29 80.29 80.84 80.02
S2 79.55 79.55 80.65
S3 77.54 78.28 80.47
S4 75.53 76.27 79.91
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 83.45 79.27 4.18 5.2% 1.63 2.0% 42% False False 4,893
10 83.45 79.27 4.18 5.2% 1.85 2.3% 42% False False 5,169
20 84.40 79.27 5.13 6.3% 1.81 2.2% 34% False False 5,118
40 84.42 68.84 15.58 19.2% 1.53 1.9% 78% False False 4,871
60 84.42 68.84 15.58 19.2% 1.25 1.5% 78% False False 4,138
80 84.42 68.84 15.58 19.2% 1.11 1.4% 78% False False 3,586
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.38
2.618 88.10
1.618 86.09
1.000 84.85
0.618 84.08
HIGH 82.84
0.618 82.07
0.500 81.84
0.382 81.60
LOW 80.83
0.618 79.59
1.000 78.82
1.618 77.58
2.618 75.57
4.250 72.29
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 81.84 82.14
PP 81.56 81.77
S1 81.29 81.39

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

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