NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 77.29 76.05 -1.24 -1.6% 77.80
High 77.94 78.00 0.06 0.1% 79.92
Low 72.39 75.13 2.74 3.8% 72.39
Close 76.05 77.28 1.23 1.6% 76.05
Range 5.55 2.87 -2.68 -48.3% 7.53
ATR 2.62 2.64 0.02 0.7% 0.00
Volume 337,389 301,347 -36,042 -10.7% 1,396,354
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.41 84.22 78.86
R3 82.54 81.35 78.07
R2 79.67 79.67 77.81
R1 78.48 78.48 77.54 79.08
PP 76.80 76.80 76.80 77.10
S1 75.61 75.61 77.02 76.21
S2 73.93 73.93 76.75
S3 71.06 72.74 76.49
S4 68.19 69.87 75.70
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 9.7% 3.20 4.1% 65% False False 339,540
10 80.88 72.39 8.49 11.0% 2.69 3.5% 58% False False 263,917
20 81.67 72.39 9.28 12.0% 2.53 3.3% 53% False False 186,519
40 82.58 68.71 13.87 17.9% 2.47 3.2% 62% False False 125,789
60 82.58 66.10 16.48 21.3% 2.41 3.1% 68% False False 92,335
80 82.58 66.10 16.48 21.3% 2.35 3.0% 68% False False 71,873
100 82.58 63.01 19.57 25.3% 2.26 2.9% 73% False False 59,257
120 82.58 63.01 19.57 25.3% 2.17 2.8% 73% False False 50,184
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.20
2.618 85.51
1.618 82.64
1.000 80.87
0.618 79.77
HIGH 78.00
0.618 76.90
0.500 76.57
0.382 76.23
LOW 75.13
0.618 73.36
1.000 72.26
1.618 70.49
2.618 67.62
4.250 62.93
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 77.04 76.60
PP 76.80 75.92
S1 76.57 75.24

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

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