NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 79.80 79.20 -0.60 -0.8% 77.02
High 80.34 80.19 -0.15 -0.2% 81.06
Low 76.71 77.77 1.06 1.4% 76.55
Close 77.43 79.43 2.00 2.6% 77.43
Range 3.63 2.42 -1.21 -33.3% 4.51
ATR 2.54 2.55 0.02 0.6% 0.00
Volume 257,603 4,713 -252,890 -98.2% 1,781,098
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.39 85.33 80.76
R3 83.97 82.91 80.10
R2 81.55 81.55 79.87
R1 80.49 80.49 79.65 81.02
PP 79.13 79.13 79.13 79.40
S1 78.07 78.07 79.21 78.60
S2 76.71 76.71 78.99
S3 74.29 75.65 78.76
S4 71.87 73.23 78.10
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 5.7% 2.48 3.1% 64% False False 274,683
10 81.06 76.55 4.51 5.7% 2.61 3.3% 64% False False 324,540
20 82.00 73.30 8.70 11.0% 2.48 3.1% 70% False False 292,405
40 82.00 65.55 16.45 20.7% 2.46 3.1% 84% False False 204,092
60 82.00 65.55 16.45 20.7% 2.48 3.1% 84% False False 156,922
80 82.00 65.55 16.45 20.7% 2.45 3.1% 84% False False 130,289
100 82.00 62.21 19.79 24.9% 2.47 3.1% 87% False False 111,873
120 82.00 62.21 19.79 24.9% 2.39 3.0% 87% False False 99,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.48
2.618 86.53
1.618 84.11
1.000 82.61
0.618 81.69
HIGH 80.19
0.618 79.27
0.500 78.98
0.382 78.69
LOW 77.77
0.618 76.27
1.000 75.35
1.618 73.85
2.618 71.43
4.250 67.49
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 79.28 79.16
PP 79.13 78.89
S1 78.98 78.62

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

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