NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 79.24 78.88 -0.36 -0.5% 77.02
High 80.51 80.10 -0.41 -0.5% 81.06
Low 77.89 78.57 0.68 0.9% 76.55
Close 79.05 79.28 0.23 0.3% 77.43
Range 2.62 1.53 -1.09 -41.6% 4.51
ATR 2.56 2.49 -0.07 -2.9% 0.00
Volume 327,402 371,088 43,686 13.3% 1,781,098
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.91 83.12 80.12
R3 82.38 81.59 79.70
R2 80.85 80.85 79.56
R1 80.06 80.06 79.42 80.46
PP 79.32 79.32 79.32 79.51
S1 78.53 78.53 79.14 78.93
S2 77.79 77.79 79.00
S3 76.26 77.00 78.86
S4 74.73 75.47 78.44
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 80.52 76.71 3.81 4.8% 2.28 2.9% 67% False False 265,381
10 81.06 76.55 4.51 5.7% 2.54 3.2% 61% False False 320,431
20 82.00 75.27 6.73 8.5% 2.54 3.2% 60% False False 307,052
40 82.00 65.55 16.45 20.7% 2.44 3.1% 83% False False 218,421
60 82.00 65.55 16.45 20.7% 2.45 3.1% 83% False False 167,245
80 82.00 65.55 16.45 20.7% 2.45 3.1% 83% False False 138,030
100 82.00 62.21 19.79 25.0% 2.45 3.1% 86% False False 118,223
120 82.00 62.21 19.79 25.0% 2.40 3.0% 86% False False 104,510
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.60
2.618 84.11
1.618 82.58
1.000 81.63
0.618 81.05
HIGH 80.10
0.618 79.52
0.500 79.34
0.382 79.15
LOW 78.57
0.618 77.62
1.000 77.04
1.618 76.09
2.618 74.56
4.250 72.07
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 79.34 79.23
PP 79.32 79.19
S1 79.30 79.14

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

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