NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	81.39	83.47	2.08	2.6%	83.65
High	81.45	83.47	2.02	2.5%	83.91
Low	80.92	82.86	1.94	2.4%	80.92
Close	81.10	83.47	2.37	2.9%	81.10
Range	0.53	0.61	0.08	15.1%	2.99
ATR	1.41	1.48	0.07	4.9%	0.00
Volume	3,062	1,591	-1,471	-48.0%	12,169

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.10	84.89	83.81
R3	84.49	84.28	83.64
R2	83.88	83.88	83.58
R1	83.67	83.67	83.53	83.78
PP	83.27	83.27	83.27	83.32
S1	83.06	83.06	83.41	83.17
S2	82.66	82.66	83.36
S3	82.05	82.45	83.30
S4	81.44	81.84	83.13

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.95	89.01	82.74
R3	87.96	86.02	81.92
R2	84.97	84.97	81.65
R1	83.03	83.03	81.37	82.51
PP	81.98	81.98	81.98	81.71
S1	80.04	80.04	80.83	79.52
S2	78.99	78.99	80.55
S3	76.00	77.05	80.28
S4	73.01	74.06	79.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.60	80.92	2.68	3.2%	0.38	0.5%	95%	False	False	2,384
10	84.73	80.92	3.81	4.6%	0.69	0.8%	67%	False	False	2,369
20	84.95	80.69	4.26	5.1%	0.88	1.1%	65%	False	False	2,108
40	84.95	70.69	14.26	17.1%	0.80	1.0%	90%	False	False	1,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	86.06
2.618	85.07
1.618	84.46
1.000	84.08
0.618	83.85
HIGH	83.47
0.618	83.24
0.500	83.17
0.382	83.09
LOW	82.86
0.618	82.48
1.000	82.25
1.618	81.87
2.618	81.26
4.250	80.27

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	83.37	83.05
PP	83.27	82.62
S1	83.17	82.20

Download as Excel Spreadsheet

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

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