NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 79.98 77.02 -2.96 -3.7% 79.65
High 80.21 78.66 -1.55 -1.9% 81.58
Low 76.85 76.56 -0.29 -0.4% 76.85
Close 77.00 78.13 1.13 1.5% 77.00
Range 3.36 2.10 -1.26 -37.5% 4.73
ATR 2.59 2.55 -0.03 -1.3% 0.00
Volume 360,575 412,394 51,819 14.4% 1,753,343
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.08 83.21 79.29
R3 81.98 81.11 78.71
R2 79.88 79.88 78.52
R1 79.01 79.01 78.32 79.45
PP 77.78 77.78 77.78 78.00
S1 76.91 76.91 77.94 77.35
S2 75.68 75.68 77.75
S3 73.58 74.81 77.55
S4 71.48 72.71 76.98
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.67 89.56 79.60
R3 87.94 84.83 78.30
R2 83.21 83.21 77.87
R1 80.10 80.10 77.43 79.29
PP 78.48 78.48 78.48 78.07
S1 75.37 75.37 76.57 74.56
S2 73.75 73.75 76.13
S3 69.02 70.64 75.70
S4 64.29 65.91 74.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.46 76.56 3.90 5.0% 2.75 3.5% 40% False True 374,397
10 82.00 76.56 5.44 7.0% 2.77 3.5% 29% False True 343,337
20 82.00 69.19 12.81 16.4% 2.44 3.1% 70% False False 269,068
40 82.00 65.55 16.45 21.1% 2.48 3.2% 76% False False 180,083
60 82.00 65.55 16.45 21.1% 2.46 3.1% 76% False False 137,929
80 82.00 62.21 19.79 25.3% 2.43 3.1% 80% False False 115,783
100 82.00 62.21 19.79 25.3% 2.45 3.1% 80% False False 99,746
120 82.00 60.66 21.34 27.3% 2.38 3.0% 82% False False 88,577
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 0.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.59
2.618 84.16
1.618 82.06
1.000 80.76
0.618 79.96
HIGH 78.66
0.618 77.86
0.500 77.61
0.382 77.36
LOW 76.56
0.618 75.26
1.000 74.46
1.618 73.16
2.618 71.06
4.250 67.64
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 77.96 78.51
PP 77.78 78.38
S1 77.61 78.26

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

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