NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 77.02 78.09 1.07 1.4% 79.65
High 78.66 79.77 1.11 1.4% 81.58
Low 76.56 76.55 -0.01 0.0% 76.85
Close 78.13 79.60 1.47 1.9% 77.00
Range 2.10 3.22 1.12 53.3% 4.73
ATR 2.55 2.60 0.05 1.9% 0.00
Volume 412,394 371,006 -41,388 -10.0% 1,753,343
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.30 87.17 81.37
R3 85.08 83.95 80.49
R2 81.86 81.86 80.19
R1 80.73 80.73 79.90 81.30
PP 78.64 78.64 78.64 78.92
S1 77.51 77.51 79.30 78.08
S2 75.42 75.42 79.01
S3 72.20 74.29 78.71
S4 68.98 71.07 77.83
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 76.55 3.91 4.9% 2.98 3.7% 78% False True 375,817
10 82.00 76.55 5.45 6.8% 2.88 3.6% 56% False True 354,858
20 82.00 69.19 12.81 16.1% 2.50 3.1% 81% False False 279,866
40 82.00 65.55 16.45 20.7% 2.46 3.1% 85% False False 187,972
60 82.00 65.55 16.45 20.7% 2.49 3.1% 85% False False 143,290
80 82.00 62.90 19.10 24.0% 2.44 3.1% 87% False False 119,990
100 82.00 62.21 19.79 24.9% 2.47 3.1% 88% False False 103,042
120 82.00 60.66 21.34 26.8% 2.39 3.0% 89% False False 91,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.46
2.618 88.20
1.618 84.98
1.000 82.99
0.618 81.76
HIGH 79.77
0.618 78.54
0.500 78.16
0.382 77.78
LOW 76.55
0.618 74.56
1.000 73.33
1.618 71.34
2.618 68.12
4.250 62.87
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 79.12 79.19
PP 78.64 78.79
S1 78.16 78.38

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

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