NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 79.48 79.87 0.39 0.5% 78.47
High 80.33 80.88 0.55 0.7% 81.12
Low 78.75 79.23 0.48 0.6% 76.27
Close 79.72 80.10 0.38 0.5% 77.03
Range 1.58 1.65 0.07 4.4% 4.85
ATR 2.42 2.37 -0.06 -2.3% 0.00
Volume 158,557 143,493 -15,064 -9.5% 667,792
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.02 84.21 81.01
R3 83.37 82.56 80.55
R2 81.72 81.72 80.40
R1 80.91 80.91 80.25 81.32
PP 80.07 80.07 80.07 80.27
S1 79.26 79.26 79.95 79.67
S2 78.42 78.42 79.80
S3 76.77 77.61 79.65
S4 75.12 75.96 79.19
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 80.88 76.27 4.61 5.8% 2.29 2.9% 83% True False 147,727
10 81.17 76.27 4.90 6.1% 2.27 2.8% 78% False False 126,666
20 82.43 76.27 6.16 7.7% 2.43 3.0% 62% False False 106,733
40 82.58 66.10 16.48 20.6% 2.37 3.0% 85% False False 77,762
60 82.58 66.10 16.48 20.6% 2.34 2.9% 85% False False 56,961
80 82.58 66.10 16.48 20.6% 2.30 2.9% 85% False False 45,356
100 82.58 63.01 19.57 24.4% 2.19 2.7% 87% False False 37,730
120 82.58 63.01 19.57 24.4% 2.08 2.6% 87% False False 32,106
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.89
2.618 85.20
1.618 83.55
1.000 82.53
0.618 81.90
HIGH 80.88
0.618 80.25
0.500 80.06
0.382 79.86
LOW 79.23
0.618 78.21
1.000 77.58
1.618 76.56
2.618 74.91
4.250 72.22
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 80.09 79.72
PP 80.07 79.34
S1 80.06 78.96

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

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