NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 77.09 77.65 0.56 0.7% 78.56
High 79.30 78.98 -0.32 -0.4% 80.77
Low 76.83 73.73 -3.10 -4.0% 73.73
Close 79.19 77.36 -1.83 -2.3% 77.36
Range 2.47 5.25 2.78 112.6% 7.04
ATR 2.30 2.52 0.23 9.8% 0.00
Volume 149,958 108,488 -41,470 -27.7% 423,601
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.44 90.15 80.25
R3 87.19 84.90 78.80
R2 81.94 81.94 78.32
R1 79.65 79.65 77.84 78.17
PP 76.69 76.69 76.69 75.95
S1 74.40 74.40 76.88 72.92
S2 71.44 71.44 76.40
S3 66.19 69.15 75.92
S4 60.94 63.90 74.47
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.41 94.92 81.23
R3 91.37 87.88 79.30
R2 84.33 84.33 78.65
R1 80.84 80.84 78.01 79.07
PP 77.29 77.29 77.29 76.40
S1 73.80 73.80 76.71 72.03
S2 70.25 70.25 76.07
S3 63.21 66.76 75.42
S4 56.17 59.72 73.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.77 73.73 7.04 9.1% 2.85 3.7% 52% False True 95,953
10 81.59 73.73 7.86 10.2% 2.50 3.2% 46% False True 66,759
20 82.28 73.73 8.55 11.1% 2.46 3.2% 42% False True 48,249
40 83.19 69.21 13.98 18.1% 2.33 3.0% 58% False False 34,080
60 83.19 66.82 16.37 21.2% 2.21 2.9% 64% False False 25,487
80 83.19 66.82 16.37 21.2% 2.08 2.7% 64% False False 20,388
100 83.19 63.61 19.58 25.3% 1.93 2.5% 70% False False 17,273
120 83.19 63.61 19.58 25.3% 1.76 2.3% 70% False False 14,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 101.29
2.618 92.72
1.618 87.47
1.000 84.23
0.618 82.22
HIGH 78.98
0.618 76.97
0.500 76.36
0.382 75.74
LOW 73.73
0.618 70.49
1.000 68.48
1.618 65.24
2.618 59.99
4.250 51.42
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 77.03 77.08
PP 76.69 76.80
S1 76.36 76.52

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

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