NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 78.41 77.80 -0.61 -0.8% 77.20
High 78.61 79.92 1.31 1.7% 80.88
Low 76.76 77.15 0.39 0.5% 76.76
Close 77.47 77.56 0.09 0.1% 77.47
Range 1.85 2.77 0.92 49.7% 4.12
ATR 2.36 2.39 0.03 1.2% 0.00
Volume 310,746 263,044 -47,702 -15.4% 941,478
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.52 84.81 79.08
R3 83.75 82.04 78.32
R2 80.98 80.98 78.07
R1 79.27 79.27 77.81 78.74
PP 78.21 78.21 78.21 77.95
S1 76.50 76.50 77.31 75.97
S2 75.44 75.44 77.05
S3 72.67 73.73 76.80
S4 69.90 70.96 76.04
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% 2.13 2.7% 19% False False 212,758
10 81.12 76.27 4.85 6.3% 2.30 3.0% 27% False False 175,590
20 81.67 76.27 5.40 7.0% 2.43 3.1% 24% False False 132,620
40 82.58 66.75 15.83 20.4% 2.39 3.1% 68% False False 93,293
60 82.58 66.10 16.48 21.2% 2.36 3.0% 70% False False 69,104
80 82.58 66.10 16.48 21.2% 2.27 2.9% 70% False False 54,495
100 82.58 63.01 19.57 25.2% 2.19 2.8% 74% False False 45,171
120 82.58 63.01 19.57 25.2% 2.10 2.7% 74% False False 38,339
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.69
2.618 87.17
1.618 84.40
1.000 82.69
0.618 81.63
HIGH 79.92
0.618 78.86
0.500 78.54
0.382 78.21
LOW 77.15
0.618 75.44
1.000 74.38
1.618 72.67
2.618 69.90
4.250 65.38
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 78.54 78.58
PP 78.21 78.24
S1 77.89 77.90

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

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