NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 79.47 80.29 0.82 1.0% 79.65
High 81.06 80.52 -0.54 -0.7% 81.58
Low 79.12 79.34 0.22 0.3% 76.85
Close 80.40 79.62 -0.78 -1.0% 77.00
Range 1.94 1.18 -0.76 -39.2% 4.73
ATR 2.55 2.45 -0.10 -3.8% 0.00
Volume 373,992 366,103 -7,889 -2.1% 1,753,343
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.37 82.67 80.27
R3 82.19 81.49 79.94
R2 81.01 81.01 79.84
R1 80.31 80.31 79.73 80.07
PP 79.83 79.83 79.83 79.71
S1 79.13 79.13 79.51 78.89
S2 78.65 78.65 79.40
S3 77.47 77.95 79.30
S4 76.29 76.77 78.97
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 81.06 76.55 4.51 5.7% 2.36 3.0% 68% False False 376,814
10 81.78 76.55 5.23 6.6% 2.59 3.3% 59% False False 357,224
20 82.00 71.09 10.91 13.7% 2.35 2.9% 78% False False 298,277
40 82.00 65.55 16.45 20.7% 2.44 3.1% 86% False False 201,681
60 82.00 65.55 16.45 20.7% 2.48 3.1% 86% False False 154,205
80 82.00 65.00 17.00 21.4% 2.43 3.0% 86% False False 128,343
100 82.00 62.21 19.79 24.9% 2.44 3.1% 88% False False 109,886
120 82.00 62.21 19.79 24.9% 2.37 3.0% 88% False False 97,198
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 85.54
2.618 83.61
1.618 82.43
1.000 81.70
0.618 81.25
HIGH 80.52
0.618 80.07
0.500 79.93
0.382 79.79
LOW 79.34
0.618 78.61
1.000 78.16
1.618 77.43
2.618 76.25
4.250 74.33
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 79.93 79.35
PP 79.83 79.08
S1 79.72 78.81

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

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