NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 80.16 78.41 -1.75 -2.2% 77.20
High 80.40 78.61 -1.79 -2.2% 80.88
Low 77.61 76.76 -0.85 -1.1% 76.76
Close 78.05 77.47 -0.58 -0.7% 77.47
Range 2.79 1.85 -0.94 -33.7% 4.12
ATR 2.40 2.36 -0.04 -1.6% 0.00
Volume 187,950 310,746 122,796 65.3% 941,478
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.16 82.17 78.49
R3 81.31 80.32 77.98
R2 79.46 79.46 77.81
R1 78.47 78.47 77.64 78.04
PP 77.61 77.61 77.61 77.40
S1 76.62 76.62 77.30 76.19
S2 75.76 75.76 77.13
S3 73.91 74.77 76.96
S4 72.06 72.92 76.45
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 90.73 88.22 79.74
R3 86.61 84.10 78.60
R2 82.49 82.49 78.23
R1 79.98 79.98 77.85 81.24
PP 78.37 78.37 78.37 79.00
S1 75.86 75.86 77.09 77.12
S2 74.25 74.25 76.71
S3 70.13 71.74 76.34
S4 66.01 67.62 75.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.88 76.76 4.12 5.3% 2.17 2.8% 17% False True 188,295
10 81.12 76.27 4.85 6.3% 2.26 2.9% 25% False False 160,927
20 82.30 76.27 6.03 7.8% 2.47 3.2% 20% False False 122,925
40 82.58 66.38 16.20 20.9% 2.37 3.1% 68% False False 87,835
60 82.58 66.10 16.48 21.3% 2.34 3.0% 69% False False 64,858
80 82.58 66.10 16.48 21.3% 2.28 2.9% 69% False False 51,323
100 82.58 63.01 19.57 25.3% 2.17 2.8% 74% False False 42,612
120 82.58 63.01 19.57 25.3% 2.09 2.7% 74% False False 36,186
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.47
2.618 83.45
1.618 81.60
1.000 80.46
0.618 79.75
HIGH 78.61
0.618 77.90
0.500 77.69
0.382 77.47
LOW 76.76
0.618 75.62
1.000 74.91
1.618 73.77
2.618 71.92
4.250 68.90
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 77.69 78.82
PP 77.61 78.37
S1 77.54 77.92

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

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