NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 79.25 76.78 -2.47 -3.1% 79.20
High 79.69 77.67 -2.02 -2.5% 80.51
Low 76.52 75.57 -0.95 -1.2% 75.57
Close 76.94 76.35 -0.59 -0.8% 76.35
Range 3.17 2.10 -1.07 -33.8% 4.94
ATR 2.53 2.50 -0.03 -1.2% 0.00
Volume 297,815 412,833 115,018 38.6% 1,413,851
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 82.83 81.69 77.51
R3 80.73 79.59 76.93
R2 78.63 78.63 76.74
R1 77.49 77.49 76.54 77.01
PP 76.53 76.53 76.53 76.29
S1 75.39 75.39 76.16 74.91
S2 74.43 74.43 75.97
S3 72.33 73.29 75.77
S4 70.23 71.19 75.20
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.30 89.26 79.07
R3 87.36 84.32 77.71
R2 82.42 82.42 77.26
R1 79.38 79.38 76.80 78.43
PP 77.48 77.48 77.48 77.00
S1 74.44 74.44 75.90 73.49
S2 72.54 72.54 75.44
S3 67.60 69.50 74.99
S4 62.66 64.56 73.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.51 75.57 4.94 6.5% 2.37 3.1% 16% False True 282,770
10 81.06 75.57 5.49 7.2% 2.39 3.1% 14% False True 319,494
20 82.00 75.57 6.43 8.4% 2.55 3.3% 12% False True 321,510
40 82.00 65.55 16.45 21.5% 2.50 3.3% 66% False False 232,151
60 82.00 65.55 16.45 21.5% 2.44 3.2% 66% False False 176,717
80 82.00 65.55 16.45 21.5% 2.46 3.2% 66% False False 145,620
100 82.00 62.21 19.79 25.9% 2.45 3.2% 71% False False 124,695
120 82.00 62.21 19.79 25.9% 2.41 3.2% 71% False False 110,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.60
2.618 83.17
1.618 81.07
1.000 79.77
0.618 78.97
HIGH 77.67
0.618 76.87
0.500 76.62
0.382 76.37
LOW 75.57
0.618 74.27
1.000 73.47
1.618 72.17
2.618 70.07
4.250 66.65
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 76.62 77.84
PP 76.53 77.34
S1 76.44 76.85

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

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