NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 77.20 79.48 2.28 3.0% 78.47
High 80.04 80.33 0.29 0.4% 81.12
Low 77.04 78.75 1.71 2.2% 76.27
Close 79.53 79.72 0.19 0.2% 77.03
Range 3.00 1.58 -1.42 -47.3% 4.85
ATR 2.49 2.42 -0.06 -2.6% 0.00
Volume 140,732 158,557 17,825 12.7% 667,792
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.34 83.61 80.59
R3 82.76 82.03 80.15
R2 81.18 81.18 80.01
R1 80.45 80.45 79.86 80.82
PP 79.60 79.60 79.60 79.78
S1 78.87 78.87 79.58 79.24
S2 78.02 78.02 79.43
S3 76.44 77.29 79.29
S4 74.86 75.71 78.85
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 80.70 76.27 4.43 5.6% 2.26 2.8% 78% False False 146,469
10 81.67 76.27 5.40 6.8% 2.30 2.9% 64% False False 120,528
20 82.58 76.27 6.31 7.9% 2.56 3.2% 55% False False 102,902
40 82.58 66.10 16.48 20.7% 2.41 3.0% 83% False False 74,558
60 82.58 66.10 16.48 20.7% 2.37 3.0% 83% False False 54,704
80 82.58 66.10 16.48 20.7% 2.30 2.9% 83% False False 43,692
100 82.58 63.01 19.57 24.5% 2.19 2.7% 85% False False 36,330
120 82.58 63.01 19.57 24.5% 2.07 2.6% 85% False False 30,944
Crabel Price Patterns
NR True
NR4 True
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.05
2.618 84.47
1.618 82.89
1.000 81.91
0.618 81.31
HIGH 80.33
0.618 79.73
0.500 79.54
0.382 79.35
LOW 78.75
0.618 77.77
1.000 77.17
1.618 76.19
2.618 74.61
4.250 72.04
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 79.66 79.25
PP 79.60 78.77
S1 79.54 78.30

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

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