NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 80.58 78.38 -2.20 -2.7% 79.10
High 80.93 79.07 -1.86 -2.3% 81.73
Low 77.98 77.02 -0.96 -1.2% 77.02
Close 78.39 77.75 -0.64 -0.8% 77.75
Range 2.95 2.05 -0.90 -30.5% 4.71
ATR 2.37 2.35 -0.02 -1.0% 0.00
Volume 28,730 40,652 11,922 41.5% 155,936
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.10 82.97 78.88
R3 82.05 80.92 78.31
R2 80.00 80.00 78.13
R1 78.87 78.87 77.94 78.41
PP 77.95 77.95 77.95 77.72
S1 76.82 76.82 77.56 76.36
S2 75.90 75.90 77.37
S3 73.85 74.77 77.19
S4 71.80 72.72 76.62
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.96 90.07 80.34
R3 88.25 85.36 79.05
R2 83.54 83.54 78.61
R1 80.65 80.65 78.18 79.74
PP 78.83 78.83 78.83 78.38
S1 75.94 75.94 77.32 75.03
S2 74.12 74.12 76.89
S3 69.41 71.23 76.45
S4 64.70 66.52 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.73 77.02 4.71 6.1% 2.28 2.9% 15% False True 31,187
10 82.28 77.02 5.26 6.8% 2.32 3.0% 14% False True 30,794
20 83.19 77.02 6.17 7.9% 2.43 3.1% 12% False True 27,546
40 83.19 66.82 16.37 21.1% 2.29 2.9% 67% False False 20,720
60 83.19 66.82 16.37 21.1% 2.08 2.7% 67% False False 15,908
80 83.19 66.82 16.37 21.1% 1.97 2.5% 67% False False 13,226
100 83.19 63.61 19.58 25.2% 1.79 2.3% 72% False False 11,318
120 83.19 63.61 19.58 25.2% 1.66 2.1% 72% False False 9,836
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.78
2.618 84.44
1.618 82.39
1.000 81.12
0.618 80.34
HIGH 79.07
0.618 78.29
0.500 78.05
0.382 77.80
LOW 77.02
0.618 75.75
1.000 74.97
1.618 73.70
2.618 71.65
4.250 68.31
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 78.05 79.19
PP 77.95 78.71
S1 77.85 78.23

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

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