NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 77.47 77.20 -0.27 -0.3% 78.47
High 78.37 80.04 1.67 2.1% 81.12
Low 76.27 77.04 0.77 1.0% 76.27
Close 77.03 79.53 2.50 3.2% 77.03
Range 2.10 3.00 0.90 42.9% 4.85
ATR 2.45 2.49 0.04 1.6% 0.00
Volume 184,795 140,732 -44,063 -23.8% 667,792
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.87 86.70 81.18
R3 84.87 83.70 80.36
R2 81.87 81.87 80.08
R1 80.70 80.70 79.81 81.29
PP 78.87 78.87 78.87 79.16
S1 77.70 77.70 79.26 78.29
S2 75.87 75.87 78.98
S3 72.87 74.70 78.71
S4 69.87 71.70 77.88
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 6.1% 2.47 3.1% 67% False False 138,423
10 81.67 76.27 5.40 6.8% 2.46 3.1% 60% False False 112,456
20 82.58 76.27 6.31 7.9% 2.58 3.2% 52% False False 97,201
40 82.58 66.10 16.48 20.7% 2.43 3.1% 81% False False 71,013
60 82.58 66.10 16.48 20.7% 2.35 3.0% 81% False False 52,283
80 82.58 66.10 16.48 20.7% 2.30 2.9% 81% False False 41,800
100 82.58 63.01 19.57 24.6% 2.19 2.8% 84% False False 34,836
120 82.58 63.01 19.57 24.6% 2.06 2.6% 84% False False 29,671
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.79
2.618 87.89
1.618 84.89
1.000 83.04
0.618 81.89
HIGH 80.04
0.618 78.89
0.500 78.54
0.382 78.19
LOW 77.04
0.618 75.19
1.000 74.04
1.618 72.19
2.618 69.19
4.250 64.29
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 79.20 79.12
PP 78.87 78.71
S1 78.54 78.31

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

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