NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 78.88 79.25 0.37 0.5% 77.02
High 80.10 79.69 -0.41 -0.5% 81.06
Low 78.57 76.52 -2.05 -2.6% 76.55
Close 79.28 76.94 -2.34 -3.0% 77.43
Range 1.53 3.17 1.64 107.2% 4.51
ATR 2.49 2.53 0.05 2.0% 0.00
Volume 371,088 297,815 -73,273 -19.7% 1,781,098
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.23 85.25 78.68
R3 84.06 82.08 77.81
R2 80.89 80.89 77.52
R1 78.91 78.91 77.23 78.32
PP 77.72 77.72 77.72 77.42
S1 75.74 75.74 76.65 75.15
S2 74.55 74.55 76.36
S3 71.38 72.57 76.07
S4 68.21 69.40 75.20
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 80.51 76.52 3.99 5.2% 2.67 3.5% 11% False True 251,724
10 81.06 76.52 4.54 5.9% 2.52 3.3% 9% False True 314,269
20 82.00 76.52 5.48 7.1% 2.54 3.3% 8% False True 313,041
40 82.00 65.55 16.45 21.4% 2.49 3.2% 69% False False 223,642
60 82.00 65.55 16.45 21.4% 2.43 3.2% 69% False False 171,354
80 82.00 65.55 16.45 21.4% 2.46 3.2% 69% False False 141,237
100 82.00 62.21 19.79 25.7% 2.45 3.2% 74% False False 120,820
120 82.00 62.21 19.79 25.7% 2.41 3.1% 74% False False 106,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.16
2.618 87.99
1.618 84.82
1.000 82.86
0.618 81.65
HIGH 79.69
0.618 78.48
0.500 78.11
0.382 77.73
LOW 76.52
0.618 74.56
1.000 73.35
1.618 71.39
2.618 68.22
4.250 63.05
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 78.11 78.52
PP 77.72 77.99
S1 77.33 77.47

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

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