NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 80.86 79.00 -1.86 -2.3% 77.86
High 81.10 79.39 -1.71 -2.1% 81.59
Low 78.40 77.57 -0.83 -1.1% 77.57
Close 78.84 78.30 -0.54 -0.7% 78.30
Range 2.70 1.82 -0.88 -32.6% 4.02
ATR 2.31 2.28 -0.04 -1.5% 0.00
Volume 41,312 56,168 14,856 36.0% 203,337
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.88 82.91 79.30
R3 82.06 81.09 78.80
R2 80.24 80.24 78.63
R1 79.27 79.27 78.47 78.85
PP 78.42 78.42 78.42 78.21
S1 77.45 77.45 78.13 77.03
S2 76.60 76.60 77.97
S3 74.78 75.63 77.80
S4 72.96 73.81 77.30
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.21 88.78 80.51
R3 87.19 84.76 79.41
R2 83.17 83.17 79.04
R1 80.74 80.74 78.67 81.96
PP 79.15 79.15 79.15 79.76
S1 76.72 76.72 77.93 77.94
S2 75.13 75.13 77.56
S3 71.11 72.70 77.19
S4 67.09 68.68 76.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.59 77.57 4.02 5.1% 2.11 2.7% 18% False True 40,667
10 81.73 77.02 4.71 6.0% 2.19 2.8% 27% False False 35,927
20 82.94 77.02 5.92 7.6% 2.40 3.1% 22% False False 32,248
40 83.19 66.89 16.30 20.8% 2.26 2.9% 70% False False 24,599
60 83.19 66.82 16.37 20.9% 2.13 2.7% 70% False False 18,794
80 83.19 66.82 16.37 20.9% 2.00 2.6% 70% False False 15,391
100 83.19 63.61 19.58 25.0% 1.85 2.4% 75% False False 13,176
120 83.19 63.61 19.58 25.0% 1.69 2.2% 75% False False 11,401
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.13
2.618 84.15
1.618 82.33
1.000 81.21
0.618 80.51
HIGH 79.39
0.618 78.69
0.500 78.48
0.382 78.27
LOW 77.57
0.618 76.45
1.000 75.75
1.618 74.63
2.618 72.81
4.250 69.84
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 78.48 79.58
PP 78.42 79.15
S1 78.36 78.73

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

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