NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 76.78 76.58 -0.20 -0.3% 79.20
High 77.67 79.43 1.76 2.3% 80.51
Low 75.57 76.35 0.78 1.0% 75.57
Close 76.35 78.90 2.55 3.3% 76.35
Range 2.10 3.08 0.98 46.7% 4.94
ATR 2.50 2.54 0.04 1.6% 0.00
Volume 412,833 335,366 -77,467 -18.8% 1,413,851
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.47 86.26 80.59
R3 84.39 83.18 79.75
R2 81.31 81.31 79.46
R1 80.10 80.10 79.18 80.71
PP 78.23 78.23 78.23 78.53
S1 77.02 77.02 78.62 77.63
S2 75.15 75.15 78.34
S3 72.07 73.94 78.05
S4 68.99 70.86 77.21
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 6.3% 2.50 3.2% 67% False False 348,900
10 81.06 75.57 5.49 7.0% 2.49 3.2% 61% False False 311,792
20 82.00 75.57 6.43 8.1% 2.63 3.3% 52% False False 327,564
40 82.00 65.55 16.45 20.8% 2.50 3.2% 81% False False 239,244
60 82.00 65.55 16.45 20.8% 2.45 3.1% 81% False False 181,387
80 82.00 65.55 16.45 20.8% 2.48 3.1% 81% False False 148,982
100 82.00 62.21 19.79 25.1% 2.46 3.1% 84% False False 127,747
120 82.00 62.21 19.79 25.1% 2.42 3.1% 84% False False 112,539
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 False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.52
2.618 87.49
1.618 84.41
1.000 82.51
0.618 81.33
HIGH 79.43
0.618 78.25
0.500 77.89
0.382 77.53
LOW 76.35
0.618 74.45
1.000 73.27
1.618 71.37
2.618 68.29
4.250 63.26
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 78.56 78.48
PP 78.23 78.05
S1 77.89 77.63

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

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