NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 75.83 77.29 1.46 1.9% 77.80
High 78.09 77.94 -0.15 -0.2% 79.92
Low 75.50 72.39 -3.11 -4.1% 72.39
Close 77.96 76.05 -1.91 -2.4% 76.05
Range 2.59 5.55 2.96 114.3% 7.53
ATR 2.39 2.62 0.23 9.5% 0.00
Volume 413,033 337,389 -75,644 -18.3% 1,396,354
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.11 89.63 79.10
R3 86.56 84.08 77.58
R2 81.01 81.01 77.07
R1 78.53 78.53 76.56 77.00
PP 75.46 75.46 75.46 74.69
S1 72.98 72.98 75.54 71.45
S2 69.91 69.91 75.03
S3 64.36 67.43 74.52
S4 58.81 61.88 73.00
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.71 94.91 80.19
R3 91.18 87.38 78.12
R2 83.65 83.65 77.43
R1 79.85 79.85 76.74 77.99
PP 76.12 76.12 76.12 75.19
S1 72.32 72.32 75.36 70.46
S2 68.59 68.59 74.67
S3 61.06 64.79 73.98
S4 53.53 57.26 71.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.92 72.39 7.53 9.9% 2.99 3.9% 49% False True 341,420
10 80.88 72.39 8.49 11.2% 2.61 3.4% 43% False True 252,262
20 81.67 72.39 9.28 12.2% 2.54 3.3% 39% False True 176,668
40 82.58 68.71 13.87 18.2% 2.45 3.2% 53% False False 119,223
60 82.58 66.10 16.48 21.7% 2.39 3.1% 60% False False 87,523
80 82.58 66.10 16.48 21.7% 2.33 3.1% 60% False False 68,217
100 82.58 63.01 19.57 25.7% 2.24 2.9% 67% False False 56,320
120 82.58 63.01 19.57 25.7% 2.16 2.8% 67% False False 47,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 190 trading days
Fibonacci Retracements and Extensions
4.250 101.53
2.618 92.47
1.618 86.92
1.000 83.49
0.618 81.37
HIGH 77.94
0.618 75.82
0.500 75.17
0.382 74.51
LOW 72.39
0.618 68.96
1.000 66.84
1.618 63.41
2.618 57.86
4.250 48.80
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 75.76 75.78
PP 75.46 75.51
S1 75.17 75.24

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

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