NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 81.36 82.17 0.81 1.0% 81.99
High 82.81 82.39 -0.42 -0.5% 83.50
Low 81.00 81.31 0.31 0.4% 78.65
Close 82.36 81.55 -0.81 -1.0% 78.79
Range 1.81 1.08 -0.73 -40.3% 4.85
ATR 2.23 2.15 -0.08 -3.7% 0.00
Volume 21,763 23,870 2,107 9.7% 71,714
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.99 84.35 82.14
R3 83.91 83.27 81.85
R2 82.83 82.83 81.75
R1 82.19 82.19 81.65 81.97
PP 81.75 81.75 81.75 81.64
S1 81.11 81.11 81.45 80.89
S2 80.67 80.67 81.35
S3 79.59 80.03 81.25
S4 78.51 78.95 80.96
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.86 91.68 81.46
R3 90.01 86.83 80.12
R2 85.16 85.16 79.68
R1 81.98 81.98 79.23 81.15
PP 80.31 80.31 80.31 79.90
S1 77.13 77.13 78.35 76.30
S2 75.46 75.46 77.90
S3 70.61 72.28 77.46
S4 65.76 67.43 76.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.81 78.47 4.34 5.3% 2.15 2.6% 71% False False 19,539
10 83.50 78.47 5.03 6.2% 2.33 2.9% 61% False False 17,122
20 83.60 72.80 10.80 13.2% 2.06 2.5% 81% False False 14,489
40 83.60 67.46 16.14 19.8% 2.03 2.5% 87% False False 11,093
60 83.60 67.46 16.14 19.8% 1.99 2.4% 87% False False 9,051
80 83.60 67.31 16.29 20.0% 1.83 2.2% 87% False False 7,766
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 86.98
2.618 85.22
1.618 84.14
1.000 83.47
0.618 83.06
HIGH 82.39
0.618 81.98
0.500 81.85
0.382 81.72
LOW 81.31
0.618 80.64
1.000 80.23
1.618 79.56
2.618 78.48
4.250 76.72
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 81.85 81.26
PP 81.75 80.98
S1 81.65 80.69

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

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