NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 80.28 80.44 0.16 0.2% 79.10
High 81.03 81.59 0.56 0.7% 81.73
Low 79.45 79.97 0.52 0.7% 77.02
Close 80.44 80.82 0.38 0.5% 77.75
Range 1.58 1.62 0.04 2.5% 4.71
ATR 2.33 2.28 -0.05 -2.2% 0.00
Volume 33,930 39,034 5,104 15.0% 155,936
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.65 84.86 81.71
R3 84.03 83.24 81.27
R2 82.41 82.41 81.12
R1 81.62 81.62 80.97 82.02
PP 80.79 80.79 80.79 80.99
S1 80.00 80.00 80.67 80.40
S2 79.17 79.17 80.52
S3 77.55 78.38 80.37
S4 75.93 76.76 79.93
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 81.59 77.02 4.57 5.7% 2.21 2.7% 83% True False 35,047
10 81.78 77.02 4.76 5.9% 2.22 2.7% 80% False False 32,146
20 83.07 77.02 6.05 7.5% 2.36 2.9% 63% False False 30,197
40 83.19 66.82 16.37 20.3% 2.25 2.8% 86% False False 22,952
60 83.19 66.82 16.37 20.3% 2.12 2.6% 86% False False 17,391
80 83.19 66.82 16.37 20.3% 2.01 2.5% 86% False False 14,270
100 83.19 63.61 19.58 24.2% 1.84 2.3% 88% False False 12,275
120 83.19 63.61 19.58 24.2% 1.68 2.1% 88% False False 10,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.48
2.618 85.83
1.618 84.21
1.000 83.21
0.618 82.59
HIGH 81.59
0.618 80.97
0.500 80.78
0.382 80.59
LOW 79.97
0.618 78.97
1.000 78.35
1.618 77.35
2.618 75.73
4.250 73.09
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 80.81 80.46
PP 80.79 80.09
S1 80.78 79.73

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

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