NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 76.58 78.93 2.35 3.1% 79.20
High 79.43 79.73 0.30 0.4% 80.51
Low 76.35 78.14 1.79 2.3% 75.57
Close 78.90 79.14 0.24 0.3% 76.35
Range 3.08 1.59 -1.49 -48.4% 4.94
ATR 2.54 2.48 -0.07 -2.7% 0.00
Volume 335,366 361,387 26,021 7.8% 1,413,851
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.77 83.05 80.01
R3 82.18 81.46 79.58
R2 80.59 80.59 79.43
R1 79.87 79.87 79.29 80.23
PP 79.00 79.00 79.00 79.19
S1 78.28 78.28 78.99 78.64
S2 77.41 77.41 78.85
S3 75.82 76.69 78.70
S4 74.23 75.10 78.27
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 80.10 75.57 4.53 5.7% 2.29 2.9% 79% False False 355,697
10 81.06 75.57 5.49 6.9% 2.33 2.9% 65% False False 310,830
20 82.00 75.57 6.43 8.1% 2.60 3.3% 56% False False 332,844
40 82.00 65.55 16.45 20.8% 2.48 3.1% 83% False False 246,347
60 82.00 65.55 16.45 20.8% 2.46 3.1% 83% False False 186,426
80 82.00 65.55 16.45 20.8% 2.48 3.1% 83% False False 153,069
100 82.00 62.21 19.79 25.0% 2.46 3.1% 86% False False 130,903
120 82.00 62.21 19.79 25.0% 2.42 3.1% 86% False False 115,233
Crabel Price Patterns
NR True
NR4 True
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.49
2.618 83.89
1.618 82.30
1.000 81.32
0.618 80.71
HIGH 79.73
0.618 79.12
0.500 78.94
0.382 78.75
LOW 78.14
0.618 77.16
1.000 76.55
1.618 75.57
2.618 73.98
4.250 71.38
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 79.07 78.64
PP 79.00 78.15
S1 78.94 77.65

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

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