NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 77.86 80.28 2.42 3.1% 79.10
High 80.69 81.03 0.34 0.4% 81.73
Low 77.86 79.45 1.59 2.0% 77.02
Close 80.22 80.44 0.22 0.3% 77.75
Range 2.83 1.58 -1.25 -44.2% 4.71
ATR 2.39 2.33 -0.06 -2.4% 0.00
Volume 32,893 33,930 1,037 3.2% 155,936
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.05 84.32 81.31
R3 83.47 82.74 80.87
R2 81.89 81.89 80.73
R1 81.16 81.16 80.58 81.53
PP 80.31 80.31 80.31 80.49
S1 79.58 79.58 80.30 79.95
S2 78.73 78.73 80.15
S3 77.15 78.00 80.01
S4 75.57 76.42 79.57
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 81.35 77.02 4.33 5.4% 2.18 2.7% 79% False False 33,435
10 82.28 77.02 5.26 6.5% 2.24 2.8% 65% False False 31,255
20 83.19 77.02 6.17 7.7% 2.49 3.1% 55% False False 29,374
40 83.19 66.82 16.37 20.4% 2.29 2.8% 83% False False 22,082
60 83.19 66.82 16.37 20.4% 2.13 2.6% 83% False False 16,806
80 83.19 66.82 16.37 20.4% 2.01 2.5% 83% False False 13,898
100 83.19 63.61 19.58 24.3% 1.83 2.3% 86% False False 11,898
120 83.19 63.61 19.58 24.3% 1.68 2.1% 86% False False 10,346
Crabel Price Patterns
NR True
NR4 True
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.75
2.618 85.17
1.618 83.59
1.000 82.61
0.618 82.01
HIGH 81.03
0.618 80.43
0.500 80.24
0.382 80.05
LOW 79.45
0.618 78.47
1.000 77.87
1.618 76.89
2.618 75.31
4.250 72.74
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 80.37 79.97
PP 80.31 79.50
S1 80.24 79.03

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

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