NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 79.20 79.24 0.04 0.1% 77.02
High 80.19 80.51 0.32 0.4% 81.06
Low 77.77 77.89 0.12 0.2% 76.55
Close 79.43 79.05 -0.38 -0.5% 77.43
Range 2.42 2.62 0.20 8.3% 4.51
ATR 2.55 2.56 0.00 0.2% 0.00
Volume 4,713 327,402 322,689 6,846.8% 1,781,098
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.01 85.65 80.49
R3 84.39 83.03 79.77
R2 81.77 81.77 79.53
R1 80.41 80.41 79.29 79.78
PP 79.15 79.15 79.15 78.84
S1 77.79 77.79 78.81 77.16
S2 76.53 76.53 78.57
S3 73.91 75.17 78.33
S4 71.29 72.55 77.61
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 76.71 4.35 5.5% 2.36 3.0% 54% False False 265,962
10 81.06 76.55 4.51 5.7% 2.67 3.4% 55% False False 320,889
20 82.00 74.88 7.12 9.0% 2.52 3.2% 59% False False 300,364
40 82.00 65.55 16.45 20.8% 2.47 3.1% 82% False False 210,780
60 82.00 65.55 16.45 20.8% 2.48 3.1% 82% False False 161,712
80 82.00 65.55 16.45 20.8% 2.46 3.1% 82% False False 133,893
100 82.00 62.21 19.79 25.0% 2.47 3.1% 85% False False 114,870
120 82.00 62.21 19.79 25.0% 2.40 3.0% 85% False False 101,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.65
2.618 87.37
1.618 84.75
1.000 83.13
0.618 82.13
HIGH 80.51
0.618 79.51
0.500 79.20
0.382 78.89
LOW 77.89
0.618 76.27
1.000 75.27
1.618 73.65
2.618 71.03
4.250 66.76
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 79.20 78.90
PP 79.15 78.76
S1 79.10 78.61

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

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