NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 73.17 74.40 1.23 1.7% 69.81
High 74.55 75.53 0.98 1.3% 72.55
Low 72.83 74.40 1.57 2.2% 68.05
Close 74.15 75.18 1.03 1.4% 71.77
Range 1.72 1.13 -0.59 -34.3% 4.50
ATR 2.46 2.39 -0.08 -3.1% 0.00
Volume 260,226 361,151 100,925 38.8% 1,757,994
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.43 77.93 75.80
R3 77.30 76.80 75.49
R2 76.17 76.17 75.39
R1 75.67 75.67 75.28 75.92
PP 75.04 75.04 75.04 75.16
S1 74.54 74.54 75.08 74.79
S2 73.91 73.91 74.97
S3 72.78 73.41 74.87
S4 71.65 72.28 74.56
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 75.53 69.17 6.36 8.5% 1.95 2.6% 94% True False 339,157
10 75.53 68.05 7.48 9.9% 2.21 2.9% 95% True False 342,302
20 75.53 65.05 10.48 13.9% 2.39 3.2% 97% True False 291,999
40 75.55 65.05 10.50 14.0% 2.46 3.3% 96% False False 192,572
60 75.89 65.05 10.84 14.4% 2.48 3.3% 93% False False 142,444
80 75.89 61.38 14.51 19.3% 2.44 3.2% 95% False False 110,194
100 75.89 61.38 14.51 19.3% 2.31 3.1% 95% False False 89,990
120 75.89 54.20 21.69 28.9% 2.17 2.9% 97% False False 76,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 80.33
2.618 78.49
1.618 77.36
1.000 76.66
0.618 76.23
HIGH 75.53
0.618 75.10
0.500 74.97
0.382 74.83
LOW 74.40
0.618 73.70
1.000 73.27
1.618 72.57
2.618 71.44
4.250 69.60
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 75.11 74.72
PP 75.04 74.25
S1 74.97 73.79

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

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