NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 75.34 77.76 2.42 3.2% 72.24
High 77.97 78.75 0.78 1.0% 78.75
Low 74.79 76.82 2.03 2.7% 72.05
Close 77.58 78.53 0.95 1.2% 78.53
Range 3.18 1.93 -1.25 -39.3% 6.70
ATR 2.44 2.41 -0.04 -1.5% 0.00
Volume 296,006 355,573 59,567 20.1% 1,595,232
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.82 83.11 79.59
R3 81.89 81.18 79.06
R2 79.96 79.96 78.88
R1 79.25 79.25 78.71 79.61
PP 78.03 78.03 78.03 78.21
S1 77.32 77.32 78.35 77.68
S2 76.10 76.10 78.18
S3 74.17 75.39 78.00
S4 72.24 73.46 77.47
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.54 94.24 82.22
R3 89.84 87.54 80.37
R2 83.14 83.14 79.76
R1 80.84 80.84 79.14 81.99
PP 76.44 76.44 76.44 77.02
S1 74.14 74.14 77.92 75.29
S2 69.74 69.74 77.30
S3 63.04 67.44 76.69
S4 56.34 60.74 74.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.75 72.05 6.70 8.5% 1.95 2.5% 97% True False 319,046
10 78.75 68.05 10.70 13.6% 2.26 2.9% 98% True False 335,322
20 78.75 65.05 13.70 17.4% 2.50 3.2% 98% True False 308,485
40 78.75 65.05 13.70 17.4% 2.44 3.1% 98% True False 205,024
60 78.75 65.05 13.70 17.4% 2.48 3.2% 98% True False 152,268
80 78.75 61.38 17.37 22.1% 2.45 3.1% 99% True False 118,174
100 78.75 61.38 17.37 22.1% 2.32 3.0% 99% True False 96,363
120 78.75 55.68 23.07 29.4% 2.19 2.8% 99% True False 81,343
Crabel Price Patterns
NR True
NR4 False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.95
2.618 83.80
1.618 81.87
1.000 80.68
0.618 79.94
HIGH 78.75
0.618 78.01
0.500 77.79
0.382 77.56
LOW 76.82
0.618 75.63
1.000 74.89
1.618 73.70
2.618 71.77
4.250 68.62
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 78.28 77.88
PP 78.03 77.23
S1 77.79 76.58

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

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