NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 81.17 79.10 -2.07 -2.6% 78.00
High 81.67 81.46 -0.21 -0.3% 82.28
Low 78.04 79.10 1.06 1.4% 77.91
Close 78.75 80.72 1.97 2.5% 78.75
Range 3.63 2.36 -1.27 -35.0% 4.37
ATR 2.36 2.38 0.03 1.1% 0.00
Volume 19,941 29,463 9,522 47.8% 152,009
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.51 86.47 82.02
R3 85.15 84.11 81.37
R2 82.79 82.79 81.15
R1 81.75 81.75 80.94 82.27
PP 80.43 80.43 80.43 80.69
S1 79.39 79.39 80.50 79.91
S2 78.07 78.07 80.29
S3 75.71 77.03 80.07
S4 73.35 74.67 79.42
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.76 90.12 81.15
R3 88.39 85.75 79.95
R2 84.02 84.02 79.55
R1 81.38 81.38 79.15 82.70
PP 79.65 79.65 79.65 80.31
S1 77.01 77.01 78.35 78.33
S2 75.28 75.28 77.95
S3 70.91 72.64 77.55
S4 66.54 68.27 76.35
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% 2.42 3.0% 64% False False 29,214
10 82.28 77.91 4.37 5.4% 2.50 3.1% 64% False False 29,133
20 83.19 74.48 8.71 10.8% 2.34 2.9% 72% False False 24,866
40 83.19 66.82 16.37 20.3% 2.22 2.7% 85% False False 18,157
60 83.19 66.82 16.37 20.3% 2.07 2.6% 85% False False 14,098
80 83.19 66.82 16.37 20.3% 1.92 2.4% 85% False False 11,857
100 83.19 63.61 19.58 24.3% 1.74 2.1% 87% False False 10,120
120 83.19 63.61 19.58 24.3% 1.61 2.0% 87% False False 8,822
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.49
2.618 87.64
1.618 85.28
1.000 83.82
0.618 82.92
HIGH 81.46
0.618 80.56
0.500 80.28
0.382 80.00
LOW 79.10
0.618 77.64
1.000 76.74
1.618 75.28
2.618 72.92
4.250 69.07
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 80.57 80.45
PP 80.43 80.18
S1 80.28 79.91

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

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