NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 78.48 77.09 -1.39 -1.8% 77.86
High 78.72 79.30 0.58 0.7% 81.59
Low 76.67 76.83 0.16 0.2% 77.57
Close 77.19 79.19 2.00 2.6% 78.30
Range 2.05 2.47 0.42 20.5% 4.02
ATR 2.28 2.30 0.01 0.6% 0.00
Volume 118,190 149,958 31,768 26.9% 203,337
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.85 84.99 80.55
R3 83.38 82.52 79.87
R2 80.91 80.91 79.64
R1 80.05 80.05 79.42 80.48
PP 78.44 78.44 78.44 78.66
S1 77.58 77.58 78.96 78.01
S2 75.97 75.97 78.74
S3 73.50 75.11 78.51
S4 71.03 72.64 77.83
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 81.10 76.67 4.43 5.6% 2.34 2.9% 57% False False 82,518
10 81.59 76.67 4.92 6.2% 2.27 2.9% 51% False False 58,783
20 82.28 76.67 5.61 7.1% 2.36 3.0% 45% False False 44,043
40 83.19 69.21 13.98 17.7% 2.25 2.8% 71% False False 31,698
60 83.19 66.82 16.37 20.7% 2.15 2.7% 76% False False 23,769
80 83.19 66.82 16.37 20.7% 2.03 2.6% 76% False False 19,101
100 83.19 63.61 19.58 24.7% 1.89 2.4% 80% False False 16,231
120 83.19 63.61 19.58 24.7% 1.72 2.2% 80% False False 13,964
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.80
2.618 85.77
1.618 83.30
1.000 81.77
0.618 80.83
HIGH 79.30
0.618 78.36
0.500 78.07
0.382 77.77
LOW 76.83
0.618 75.30
1.000 74.36
1.618 72.83
2.618 70.36
4.250 66.33
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 78.82 79.03
PP 78.44 78.88
S1 78.07 78.72

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

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