NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 78.93 79.38 0.45 0.6% 79.20
High 79.73 80.33 0.60 0.8% 80.51
Low 78.14 78.67 0.53 0.7% 75.57
Close 79.14 79.58 0.44 0.6% 76.35
Range 1.59 1.66 0.07 4.4% 4.94
ATR 2.48 2.42 -0.06 -2.4% 0.00
Volume 361,387 319,240 -42,147 -11.7% 1,413,851
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.51 83.70 80.49
R3 82.85 82.04 80.04
R2 81.19 81.19 79.88
R1 80.38 80.38 79.73 80.79
PP 79.53 79.53 79.53 79.73
S1 78.72 78.72 79.43 79.13
S2 77.87 77.87 79.28
S3 76.21 77.06 79.12
S4 74.55 75.40 78.67
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 80.33 75.57 4.76 6.0% 2.32 2.9% 84% True False 345,328
10 80.52 75.57 4.95 6.2% 2.30 2.9% 81% False False 305,355
20 81.78 75.57 6.21 7.8% 2.47 3.1% 65% False False 332,771
40 82.00 65.55 16.45 20.7% 2.43 3.1% 85% False False 252,701
60 82.00 65.55 16.45 20.7% 2.43 3.1% 85% False False 190,962
80 82.00 65.55 16.45 20.7% 2.47 3.1% 85% False False 156,557
100 82.00 62.21 19.79 24.9% 2.44 3.1% 88% False False 133,860
120 82.00 62.21 19.79 24.9% 2.41 3.0% 88% False False 117,589
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 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.39
2.618 84.68
1.618 83.02
1.000 81.99
0.618 81.36
HIGH 80.33
0.618 79.70
0.500 79.50
0.382 79.30
LOW 78.67
0.618 77.64
1.000 77.01
1.618 75.98
2.618 74.32
4.250 71.62
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 79.55 79.17
PP 79.53 78.75
S1 79.50 78.34

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

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