NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 82.09 82.26 0.17 0.2% 83.47
High 82.21 82.26 0.05 0.1% 84.45
Low 81.47 82.26 0.79 1.0% 81.47
Close 82.09 82.26 0.17 0.2% 82.09
Range 0.74 0.00 -0.74 -100.0% 2.98
ATR 1.37 1.28 -0.09 -6.3% 0.00
Volume 1,172 3,406 2,234 190.6% 6,723
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 82.26 82.26 82.26
R3 82.26 82.26 82.26
R2 82.26 82.26 82.26
R1 82.26 82.26 82.26 82.26
PP 82.26 82.26 82.26 82.26
S1 82.26 82.26 82.26 82.26
S2 82.26 82.26 82.26
S3 82.26 82.26 82.26
S4 82.26 82.26 82.26
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.61 89.83 83.73
R3 88.63 86.85 82.91
R2 85.65 85.65 82.64
R1 83.87 83.87 82.36 83.27
PP 82.67 82.67 82.67 82.37
S1 80.89 80.89 81.82 80.29
S2 79.69 79.69 81.54
S3 76.71 77.91 81.27
S4 73.73 74.93 80.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 81.47 2.98 3.6% 0.37 0.4% 27% False False 1,707
10 84.45 80.92 3.53 4.3% 0.37 0.5% 38% False False 2,045
20 84.73 80.69 4.04 4.9% 0.65 0.8% 39% False False 2,078
40 84.95 71.29 13.66 16.6% 0.77 0.9% 80% False False 1,851
60 84.95 70.69 14.26 17.3% 0.71 0.9% 81% False False 1,725
Crabel Price Patterns
NR True
NR4 True
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 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.26
2.618 82.26
1.618 82.26
1.000 82.26
0.618 82.26
HIGH 82.26
0.618 82.26
0.500 82.26
0.382 82.26
LOW 82.26
0.618 82.26
1.000 82.26
1.618 82.26
2.618 82.26
4.250 82.26
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 82.26 82.20
PP 82.26 82.13
S1 82.26 82.07

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

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