NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 80.45 81.52 1.07 1.3% 81.37
High 82.28 81.78 -0.50 -0.6% 82.94
Low 80.43 80.66 0.23 0.3% 78.12
Close 81.74 80.93 -0.81 -1.0% 78.27
Range 1.85 1.12 -0.73 -39.5% 4.82
ATR 2.34 2.26 -0.09 -3.7% 0.00
Volume 30,123 39,728 9,605 31.9% 133,693
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.48 83.83 81.55
R3 83.36 82.71 81.24
R2 82.24 82.24 81.14
R1 81.59 81.59 81.03 81.36
PP 81.12 81.12 81.12 81.01
S1 80.47 80.47 80.83 80.24
S2 80.00 80.00 80.72
S3 78.88 79.35 80.62
S4 77.76 78.23 80.31
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.24 91.07 80.92
R3 89.42 86.25 79.60
R2 84.60 84.60 79.15
R1 81.43 81.43 78.71 80.61
PP 79.78 79.78 79.78 79.36
S1 76.61 76.61 77.83 75.79
S2 74.96 74.96 77.39
S3 70.14 71.79 76.94
S4 65.32 66.97 75.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.28 77.91 4.37 5.4% 2.23 2.8% 69% False False 32,435
10 83.07 77.91 5.16 6.4% 2.46 3.0% 59% False False 28,892
20 83.19 72.40 10.79 13.3% 2.20 2.7% 79% False False 23,830
40 83.19 66.82 16.37 20.2% 2.17 2.7% 86% False False 17,304
60 83.19 66.82 16.37 20.2% 2.04 2.5% 86% False False 13,460
80 83.19 66.82 16.37 20.2% 1.87 2.3% 86% False False 11,349
100 83.19 63.61 19.58 24.2% 1.68 2.1% 88% False False 9,695
120 83.19 63.61 19.58 24.2% 1.57 1.9% 88% False False 8,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 86.54
2.618 84.71
1.618 83.59
1.000 82.90
0.618 82.47
HIGH 81.78
0.618 81.35
0.500 81.22
0.382 81.09
LOW 80.66
0.618 79.97
1.000 79.54
1.618 78.85
2.618 77.73
4.250 75.90
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 81.22 80.65
PP 81.12 80.37
S1 81.03 80.10

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

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