NYMEX Light Sweet Crude Oil Future May 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 80.68 81.72 1.04 1.3% 80.50
High 80.89 81.78 0.89 1.1% 83.45
Low 79.26 79.50 0.24 0.3% 79.79
Close 79.66 81.72 2.06 2.6% 80.54
Range 1.63 2.28 0.65 39.9% 3.66
ATR 1.80 1.84 0.03 1.9% 0.00
Volume 6,367 10,135 3,768 59.2% 20,552
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.84 87.06 82.97
R3 85.56 84.78 82.35
R2 83.28 83.28 82.14
R1 82.50 82.50 81.93 82.86
PP 81.00 81.00 81.00 81.18
S1 80.22 80.22 81.51 80.58
S2 78.72 78.72 81.30
S3 76.44 77.94 81.09
S4 74.16 75.66 80.47
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.24 90.05 82.55
R3 88.58 86.39 81.55
R2 84.92 84.92 81.21
R1 82.73 82.73 80.88 83.83
PP 81.26 81.26 81.26 81.81
S1 79.07 79.07 80.20 80.17
S2 77.60 77.60 79.87
S3 73.94 75.41 79.53
S4 70.28 71.75 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.84 79.26 3.58 4.4% 1.88 2.3% 69% False False 6,079
10 83.45 79.26 4.19 5.1% 1.74 2.1% 59% False False 5,461
20 83.67 79.26 4.41 5.4% 1.90 2.3% 56% False False 5,533
40 84.42 71.93 12.49 15.3% 1.54 1.9% 78% False False 5,136
60 84.42 68.84 15.58 19.1% 1.32 1.6% 83% False False 4,425
80 84.42 68.84 15.58 19.1% 1.15 1.4% 83% False False 3,829
100 84.42 65.75 18.67 22.8% 1.05 1.3% 86% False False 3,474
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 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 91.47
2.618 87.75
1.618 85.47
1.000 84.06
0.618 83.19
HIGH 81.78
0.618 80.91
0.500 80.64
0.382 80.37
LOW 79.50
0.618 78.09
1.000 77.22
1.618 75.81
2.618 73.53
4.250 69.81
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 81.36 81.46
PP 81.00 81.20
S1 80.64 80.94

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

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