NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 71.42 72.24 0.82 1.1% 69.81
High 72.35 73.84 1.49 2.1% 72.55
Low 70.62 72.05 1.43 2.0% 68.05
Close 71.77 73.27 1.50 2.1% 71.77
Range 1.73 1.79 0.06 3.5% 4.50
ATR 2.55 2.52 -0.03 -1.4% 0.00
Volume 405,214 322,276 -82,938 -20.5% 1,757,994
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.42 77.64 74.25
R3 76.63 75.85 73.76
R2 74.84 74.84 73.60
R1 74.06 74.06 73.43 74.45
PP 73.05 73.05 73.05 73.25
S1 72.27 72.27 73.11 72.66
S2 71.26 71.26 72.94
S3 69.47 70.48 72.78
S4 67.68 68.69 72.29
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.29 82.53 74.25
R3 79.79 78.03 73.01
R2 75.29 75.29 72.60
R1 73.53 73.53 72.18 74.41
PP 70.79 70.79 70.79 71.23
S1 69.03 69.03 71.36 69.91
S2 66.29 66.29 70.95
S3 61.79 64.53 70.53
S4 57.29 60.03 69.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.84 68.88 4.96 6.8% 2.34 3.2% 89% True False 353,651
10 73.84 65.82 8.02 10.9% 2.53 3.5% 93% True False 328,040
20 73.84 65.05 8.79 12.0% 2.50 3.4% 94% True False 273,847
40 75.55 65.05 10.50 14.3% 2.54 3.5% 78% False False 178,917
60 75.89 65.05 10.84 14.8% 2.49 3.4% 76% False False 132,765
80 75.89 61.38 14.51 19.8% 2.47 3.4% 82% False False 102,620
100 75.89 61.38 14.51 19.8% 2.30 3.1% 82% False False 83,888
120 75.89 54.20 21.69 29.6% 2.17 3.0% 88% False False 70,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.45
2.618 78.53
1.618 76.74
1.000 75.63
0.618 74.95
HIGH 73.84
0.618 73.16
0.500 72.95
0.382 72.73
LOW 72.05
0.618 70.94
1.000 70.26
1.618 69.15
2.618 67.36
4.250 64.44
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 73.16 72.68
PP 73.05 72.09
S1 72.95 71.51

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

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