NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 78.47 79.83 1.36 1.7% 77.50
High 80.84 81.12 0.28 0.3% 81.67
Low 78.47 78.52 0.05 0.1% 77.22
Close 80.07 79.64 -0.43 -0.5% 78.09
Range 2.37 2.60 0.23 9.7% 4.45
ATR 2.49 2.50 0.01 0.3% 0.00
Volume 116,408 118,325 1,917 1.6% 423,419
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.56 86.20 81.07
R3 84.96 83.60 80.36
R2 82.36 82.36 80.12
R1 81.00 81.00 79.88 80.38
PP 79.76 79.76 79.76 79.45
S1 78.40 78.40 79.40 77.78
S2 77.16 77.16 79.16
S3 74.56 75.80 78.93
S4 71.96 73.20 78.21
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 77.39 4.28 5.4% 2.33 2.9% 53% False False 94,588
10 81.67 77.22 4.45 5.6% 2.62 3.3% 54% False False 93,098
20 82.58 75.40 7.18 9.0% 2.47 3.1% 59% False False 80,216
40 82.58 66.10 16.48 20.7% 2.39 3.0% 82% False False 58,567
60 82.58 66.10 16.48 20.7% 2.36 3.0% 82% False False 43,640
80 82.58 66.10 16.48 20.7% 2.26 2.8% 82% False False 35,128
100 82.58 63.01 19.57 24.6% 2.16 2.7% 85% False False 29,245
120 82.58 63.01 19.57 24.6% 2.03 2.5% 85% False False 24,977
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 True
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.17
2.618 87.93
1.618 85.33
1.000 83.72
0.618 82.73
HIGH 81.12
0.618 80.13
0.500 79.82
0.382 79.51
LOW 78.52
0.618 76.91
1.000 75.92
1.618 74.31
2.618 71.71
4.250 67.47
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 79.82 79.51
PP 79.76 79.38
S1 79.70 79.26

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

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