NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 77.45 75.83 -1.62 -2.1% 77.20
High 77.80 78.09 0.29 0.4% 80.88
Low 75.60 75.50 -0.10 -0.1% 76.76
Close 76.02 77.96 1.94 2.6% 77.47
Range 2.20 2.59 0.39 17.7% 4.12
ATR 2.38 2.39 0.02 0.6% 0.00
Volume 382,888 413,033 30,145 7.9% 941,478
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.95 84.05 79.38
R3 82.36 81.46 78.67
R2 79.77 79.77 78.43
R1 78.87 78.87 78.20 79.32
PP 77.18 77.18 77.18 77.41
S1 76.28 76.28 77.72 76.73
S2 74.59 74.59 77.49
S3 72.00 73.69 77.25
S4 69.41 71.10 76.54
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 80.40 75.50 4.90 6.3% 2.44 3.1% 50% False True 311,532
10 80.88 75.50 5.38 6.9% 2.36 3.0% 46% False True 229,629
20 81.67 75.50 6.17 7.9% 2.43 3.1% 40% False True 163,722
40 82.58 68.71 13.87 17.8% 2.36 3.0% 67% False False 111,760
60 82.58 66.10 16.48 21.1% 2.33 3.0% 72% False False 82,070
80 82.58 66.10 16.48 21.1% 2.28 2.9% 72% False False 64,099
100 82.58 63.01 19.57 25.1% 2.20 2.8% 76% False False 53,006
120 82.58 63.01 19.57 25.1% 2.12 2.7% 76% False False 44,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.10
2.618 84.87
1.618 82.28
1.000 80.68
0.618 79.69
HIGH 78.09
0.618 77.10
0.500 76.80
0.382 76.49
LOW 75.50
0.618 73.90
1.000 72.91
1.618 71.31
2.618 68.72
4.250 64.49
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 77.57 77.88
PP 77.18 77.79
S1 76.80 77.71

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

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