NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 80.87 80.43 -0.44 -0.5% 77.50
High 81.17 81.01 -0.16 -0.2% 81.67
Low 80.00 77.39 -2.61 -3.3% 77.22
Close 80.28 78.09 -2.19 -2.7% 78.09
Range 1.17 3.62 2.45 209.4% 4.45
ATR 2.38 2.47 0.09 3.7% 0.00
Volume 94,759 61,332 -33,427 -35.3% 423,419
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.69 87.51 80.08
R3 86.07 83.89 79.09
R2 82.45 82.45 78.75
R1 80.27 80.27 78.42 79.55
PP 78.83 78.83 78.83 78.47
S1 76.65 76.65 77.76 75.93
S2 75.21 75.21 77.43
S3 71.59 73.03 77.09
S4 67.97 69.41 76.10
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.34 89.67 80.54
R3 87.89 85.22 79.31
R2 83.44 83.44 78.91
R1 80.77 80.77 78.50 82.11
PP 78.99 78.99 78.99 79.66
S1 76.32 76.32 77.68 77.66
S2 74.54 74.54 77.27
S3 70.09 71.87 76.87
S4 65.64 67.42 75.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.67 77.22 4.45 5.7% 2.39 3.1% 20% False False 84,683
10 82.30 77.22 5.08 6.5% 2.68 3.4% 17% False False 84,923
20 82.58 73.05 9.53 12.2% 2.40 3.1% 53% False False 73,654
40 82.58 66.10 16.48 21.1% 2.35 3.0% 73% False False 53,558
60 82.58 66.10 16.48 21.1% 2.36 3.0% 73% False False 40,037
80 82.58 66.10 16.48 21.1% 2.24 2.9% 73% False False 32,331
100 82.58 63.01 19.57 25.1% 2.14 2.7% 77% False False 26,972
120 82.58 63.01 19.57 25.1% 2.00 2.6% 77% False False 23,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 96.40
2.618 90.49
1.618 86.87
1.000 84.63
0.618 83.25
HIGH 81.01
0.618 79.63
0.500 79.20
0.382 78.77
LOW 77.39
0.618 75.15
1.000 73.77
1.618 71.53
2.618 67.91
4.250 62.01
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 79.20 79.53
PP 78.83 79.05
S1 78.46 78.57

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

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