NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 80.29 79.80 -0.49 -0.6% 77.02
High 80.52 80.34 -0.18 -0.2% 81.06
Low 79.34 76.71 -2.63 -3.3% 76.55
Close 79.62 77.43 -2.19 -2.8% 77.43
Range 1.18 3.63 2.45 207.6% 4.51
ATR 2.45 2.54 0.08 3.4% 0.00
Volume 366,103 257,603 -108,500 -29.6% 1,781,098
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.05 86.87 79.43
R3 85.42 83.24 78.43
R2 81.79 81.79 78.10
R1 79.61 79.61 77.76 78.89
PP 78.16 78.16 78.16 77.80
S1 75.98 75.98 77.10 75.26
S2 74.53 74.53 76.76
S3 70.90 72.35 76.43
S4 67.27 68.72 75.43
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.88 89.16 79.91
R3 87.37 84.65 78.67
R2 82.86 82.86 78.26
R1 80.14 80.14 77.84 81.50
PP 78.35 78.35 78.35 79.03
S1 75.63 75.63 77.02 76.99
S2 73.84 73.84 76.60
S3 69.33 71.12 76.19
S4 64.82 66.61 74.95
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 5.8% 2.41 3.1% 20% False False 356,219
10 81.58 76.55 5.03 6.5% 2.73 3.5% 17% False False 353,444
20 82.00 72.50 9.50 12.3% 2.45 3.2% 52% False False 299,967
40 82.00 65.55 16.45 21.2% 2.44 3.1% 72% False False 206,025
60 82.00 65.55 16.45 21.2% 2.50 3.2% 72% False False 157,618
80 82.00 65.55 16.45 21.2% 2.45 3.2% 72% False False 130,877
100 82.00 62.21 19.79 25.6% 2.46 3.2% 77% False False 112,122
120 82.00 62.21 19.79 25.6% 2.38 3.1% 77% False False 99,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.80
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.77
2.618 89.84
1.618 86.21
1.000 83.97
0.618 82.58
HIGH 80.34
0.618 78.95
0.500 78.53
0.382 78.10
LOW 76.71
0.618 74.47
1.000 73.08
1.618 70.84
2.618 67.21
4.250 61.28
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 78.53 78.89
PP 78.16 78.40
S1 77.80 77.92

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

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