NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 77.76 78.56 0.80 1.0% 72.24
High 78.75 79.69 0.94 1.2% 78.75
Low 76.82 78.05 1.23 1.6% 72.05
Close 78.53 79.61 1.08 1.4% 78.53
Range 1.93 1.64 -0.29 -15.0% 6.70
ATR 2.41 2.35 -0.05 -2.3% 0.00
Volume 355,573 238,421 -117,152 -32.9% 1,595,232
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.04 83.46 80.51
R3 82.40 81.82 80.06
R2 80.76 80.76 79.91
R1 80.18 80.18 79.76 80.47
PP 79.12 79.12 79.12 79.26
S1 78.54 78.54 79.46 78.83
S2 77.48 77.48 79.31
S3 75.84 76.90 79.16
S4 74.20 75.26 78.71
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 79.69 72.83 6.86 8.6% 1.92 2.4% 99% True False 302,275
10 79.69 68.88 10.81 13.6% 2.13 2.7% 99% True False 327,963
20 79.69 65.05 14.64 18.4% 2.41 3.0% 99% True False 313,960
40 79.69 65.05 14.64 18.4% 2.42 3.0% 99% True False 209,357
60 79.69 65.05 14.64 18.4% 2.48 3.1% 99% True False 155,593
80 79.69 61.38 18.31 23.0% 2.45 3.1% 100% True False 121,059
100 79.69 61.38 18.31 23.0% 2.32 2.9% 100% True False 98,675
120 79.69 55.83 23.86 30.0% 2.20 2.8% 100% True False 83,302
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.66
2.618 83.98
1.618 82.34
1.000 81.33
0.618 80.70
HIGH 79.69
0.618 79.06
0.500 78.87
0.382 78.68
LOW 78.05
0.618 77.04
1.000 76.41
1.618 75.40
2.618 73.76
4.250 71.08
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 79.36 78.82
PP 79.12 78.03
S1 78.87 77.24

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

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