NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 79.91 77.47 -2.44 -3.1% 78.47
High 80.34 78.37 -1.97 -2.5% 81.12
Low 77.23 76.27 -0.96 -1.2% 76.27
Close 77.65 77.03 -0.62 -0.8% 77.03
Range 3.11 2.10 -1.01 -32.5% 4.85
ATR 2.48 2.45 -0.03 -1.1% 0.00
Volume 111,058 184,795 73,737 66.4% 667,792
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.52 82.38 78.19
R3 81.42 80.28 77.61
R2 79.32 79.32 77.42
R1 78.18 78.18 77.22 77.70
PP 77.22 77.22 77.22 76.99
S1 76.08 76.08 76.84 75.60
S2 75.12 75.12 76.65
S3 73.02 73.98 76.45
S4 70.92 71.88 75.88
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.69 89.71 79.70
R3 87.84 84.86 78.36
R2 82.99 82.99 77.92
R1 80.01 80.01 77.47 79.08
PP 78.14 78.14 78.14 77.67
S1 75.16 75.16 76.59 74.23
S2 73.29 73.29 76.14
S3 68.44 70.31 75.70
S4 63.59 65.46 74.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.12 76.27 4.85 6.3% 2.34 3.0% 16% False True 133,558
10 81.67 76.27 5.40 7.0% 2.37 3.1% 14% False True 109,121
20 82.58 76.27 6.31 8.2% 2.51 3.3% 12% False True 92,632
40 82.58 66.10 16.48 21.4% 2.44 3.2% 66% False False 67,848
60 82.58 66.10 16.48 21.4% 2.33 3.0% 66% False False 50,222
80 82.58 66.10 16.48 21.4% 2.27 3.0% 66% False False 40,223
100 82.58 63.01 19.57 25.4% 2.18 2.8% 72% False False 33,471
120 82.58 63.01 19.57 25.4% 2.06 2.7% 72% False False 28,516
Crabel Price Patterns
NR True
NR4 False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.30
2.618 83.87
1.618 81.77
1.000 80.47
0.618 79.67
HIGH 78.37
0.618 77.57
0.500 77.32
0.382 77.07
LOW 76.27
0.618 74.97
1.000 74.17
1.618 72.87
2.618 70.77
4.250 67.35
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 77.32 78.49
PP 77.22 78.00
S1 77.13 77.52

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

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