NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	83.82	82.50	-1.32	-1.6%	82.67
High	83.81	83.12	-0.69	-0.8%	83.81
Low	83.81	80.14	-3.67	-4.4%	80.14
Close	83.82	82.50	-1.32	-1.6%	82.50
Range	0.00	2.98	2.98		3.67
ATR	1.48	1.64	0.16	10.6%	0.00
Volume	930	3,010	2,080	223.7%	7,994

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.86	89.66	84.14
R3	87.88	86.68	83.32
R2	84.90	84.90	83.05
R1	83.70	83.70	82.77	83.99
PP	81.92	81.92	81.92	82.07
S1	80.72	80.72	82.23	81.01
S2	78.94	78.94	81.95
S3	75.96	77.74	81.68
S4	72.98	74.76	80.86

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.16	91.50	84.52
R3	89.49	87.83	83.51
R2	85.82	85.82	83.17
R1	84.16	84.16	82.84	83.16
PP	82.15	82.15	82.15	81.65
S1	80.49	80.49	82.16	79.49
S2	78.48	78.48	81.83
S3	74.81	76.82	81.49
S4	71.14	73.15	80.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.81	80.14	3.67	4.4%	1.00	1.2%	64%	False	True	1,917
10	84.86	80.14	4.72	5.7%	1.05	1.3%	50%	False	True	1,985
20	84.86	80.14	4.72	5.7%	1.11	1.3%	50%	False	True	2,335

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	0.13
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	95.79
2.618	90.92
1.618	87.94
1.000	86.10
0.618	84.96
HIGH	83.12
0.618	81.98
0.500	81.63
0.382	81.28
LOW	80.14
0.618	78.30
1.000	77.16
1.618	75.32
2.618	72.34
4.250	67.48

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	82.21	82.33
PP	81.92	82.15
S1	81.63	81.98

Download as Excel Spreadsheet

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

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