NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 80.64 80.31 -0.33 -0.4% 78.00
High 81.73 81.35 -0.38 -0.5% 82.28
Low 79.21 79.85 0.64 0.8% 77.91
Close 80.27 80.59 0.32 0.4% 78.75
Range 2.52 1.50 -1.02 -40.5% 4.37
ATR 2.39 2.33 -0.06 -2.7% 0.00
Volume 26,119 30,972 4,853 18.6% 152,009
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.10 84.34 81.42
R3 83.60 82.84 81.00
R2 82.10 82.10 80.87
R1 81.34 81.34 80.73 81.72
PP 80.60 80.60 80.60 80.79
S1 79.84 79.84 80.45 80.22
S2 79.10 79.10 80.32
S3 77.60 78.34 80.18
S4 76.10 76.84 79.77
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 81.78 78.04 3.74 4.6% 2.23 2.8% 68% False False 29,244
10 82.28 77.91 4.37 5.4% 2.45 3.0% 61% False False 29,303
20 83.19 76.44 6.75 8.4% 2.42 3.0% 61% False False 25,986
40 83.19 66.82 16.37 20.3% 2.21 2.7% 84% False False 19,343
60 83.19 66.82 16.37 20.3% 2.07 2.6% 84% False False 14,933
80 83.19 66.82 16.37 20.3% 1.95 2.4% 84% False False 12,465
100 83.19 63.61 19.58 24.3% 1.77 2.2% 87% False False 10,665
120 83.19 63.61 19.58 24.3% 1.64 2.0% 87% False False 9,280
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.73
2.618 85.28
1.618 83.78
1.000 82.85
0.618 82.28
HIGH 81.35
0.618 80.78
0.500 80.60
0.382 80.42
LOW 79.85
0.618 78.92
1.000 78.35
1.618 77.42
2.618 75.92
4.250 73.48
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 80.60 80.53
PP 80.60 80.47
S1 80.59 80.42

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

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