NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	84.00	81.02	-2.98	-3.5%	83.97
High	84.00	82.10	-1.90	-2.3%	84.39
Low	81.76	81.02	-0.74	-0.9%	81.02
Close	82.10	81.48	-0.62	-0.8%	81.48
Range	2.24	1.08	-1.16	-51.8%	3.37
ATR
Volume	2,076	3,588	1,512	72.8%	13,031

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.77	84.21	82.07
R3	83.69	83.13	81.78
R2	82.61	82.61	81.68
R1	82.05	82.05	81.58	82.33
PP	81.53	81.53	81.53	81.68
S1	80.97	80.97	81.38	81.25
S2	80.45	80.45	81.28
S3	79.37	79.89	81.18
S4	78.29	78.81	80.89

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.41	90.31	83.33
R3	89.04	86.94	82.41
R2	85.67	85.67	82.10
R1	83.57	83.57	81.79	82.94
PP	82.30	82.30	82.30	81.98
S1	80.20	80.20	81.17	79.57
S2	78.93	78.93	80.86
S3	75.56	76.83	80.55
S4	72.19	73.46	79.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.39	81.02	3.37	4.1%	1.09	1.3%	14%	False	True	2,606
10	84.81	81.02	3.79	4.7%	1.05	1.3%	12%	False	True	2,816

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.69
2.618	84.93
1.618	83.85
1.000	83.18
0.618	82.77
HIGH	82.10
0.618	81.69
0.500	81.56
0.382	81.43
LOW	81.02
0.618	80.35
1.000	79.94
1.618	79.27
2.618	78.19
4.250	76.43

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	81.56	82.51
PP	81.53	82.17
S1	81.51	81.82

Download as Excel Spreadsheet

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

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