NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 78.56 78.48 -0.08 -0.1% 77.86
High 80.77 78.72 -2.05 -2.5% 81.59
Low 78.13 76.67 -1.46 -1.9% 77.57
Close 78.50 77.19 -1.31 -1.7% 78.30
Range 2.64 2.05 -0.59 -22.3% 4.02
ATR 2.30 2.28 -0.02 -0.8% 0.00
Volume 46,965 118,190 71,225 151.7% 203,337
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.68 82.48 78.32
R3 81.63 80.43 77.75
R2 79.58 79.58 77.57
R1 78.38 78.38 77.38 77.96
PP 77.53 77.53 77.53 77.31
S1 76.33 76.33 77.00 75.91
S2 75.48 75.48 76.81
S3 73.43 74.28 76.63
S4 71.38 72.23 76.06
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 76.67 4.92 6.4% 2.17 2.8% 11% False True 60,333
10 81.59 76.67 4.92 6.4% 2.17 2.8% 11% False True 46,884
20 82.28 76.67 5.61 7.3% 2.37 3.1% 9% False True 37,849
40 83.19 67.75 15.44 20.0% 2.29 3.0% 61% False False 28,209
60 83.19 66.82 16.37 21.2% 2.16 2.8% 63% False False 21,335
80 83.19 66.82 16.37 21.2% 2.02 2.6% 63% False False 17,331
100 83.19 63.61 19.58 25.4% 1.88 2.4% 69% False False 14,760
120 83.19 63.61 19.58 25.4% 1.71 2.2% 69% False False 12,735
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.43
2.618 84.09
1.618 82.04
1.000 80.77
0.618 79.99
HIGH 78.72
0.618 77.94
0.500 77.70
0.382 77.45
LOW 76.67
0.618 75.40
1.000 74.62
1.618 73.35
2.618 71.30
4.250 67.96
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 77.70 78.72
PP 77.53 78.21
S1 77.36 77.70

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

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