NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 83.31 82.81 -0.50 -0.6% 80.50
High 83.93 84.14 0.21 0.3% 84.50
Low 81.95 81.88 -0.07 -0.1% 80.44
Close 83.31 82.81 -0.50 -0.6% 81.36
Range 1.98 2.26 0.28 14.1% 4.06
ATR 1.95 1.97 0.02 1.2% 0.00
Volume 3,775 3,417 -358 -9.5% 18,112
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.72 88.53 84.05
R3 87.46 86.27 83.43
R2 85.20 85.20 83.22
R1 84.01 84.01 83.02 83.94
PP 82.94 82.94 82.94 82.91
S1 81.75 81.75 82.60 81.68
S2 80.68 80.68 82.40
S3 78.42 79.49 82.19
S4 76.16 77.23 81.57
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 94.28 91.88 83.59
R3 90.22 87.82 82.48
R2 86.16 86.16 82.10
R1 83.76 83.76 81.73 84.96
PP 82.10 82.10 82.10 82.70
S1 79.70 79.70 80.99 80.90
S2 78.04 78.04 80.62
S3 73.98 75.64 80.24
S4 69.92 71.58 79.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 80.86 3.64 4.4% 1.54 1.9% 54% False False 3,402
10 84.50 80.32 4.18 5.0% 1.82 2.2% 60% False False 3,833
20 85.24 78.37 6.87 8.3% 1.74 2.1% 65% False False 3,424
40 85.24 70.06 15.18 18.3% 1.61 1.9% 84% False False 3,013
60 85.24 70.06 15.18 18.3% 1.60 1.9% 84% False False 3,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.75
2.618 90.06
1.618 87.80
1.000 86.40
0.618 85.54
HIGH 84.14
0.618 83.28
0.500 83.01
0.382 82.74
LOW 81.88
0.618 80.48
1.000 79.62
1.618 78.22
2.618 75.96
4.250 72.28
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 83.01 82.71
PP 82.94 82.60
S1 82.88 82.50

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

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