NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 81.84 79.95 -1.89 -2.3% 78.59
High 82.25 82.05 -0.20 -0.2% 82.81
Low 78.81 79.85 1.04 1.3% 78.47
Close 79.39 81.36 1.97 2.5% 79.39
Range 3.44 2.20 -1.24 -36.0% 4.34
ATR 2.24 2.27 0.03 1.3% 0.00
Volume 16,781 18,967 2,186 13.0% 101,314
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.69 86.72 82.57
R3 85.49 84.52 81.97
R2 83.29 83.29 81.76
R1 82.32 82.32 81.56 82.81
PP 81.09 81.09 81.09 81.33
S1 80.12 80.12 81.16 80.61
S2 78.89 78.89 80.96
S3 76.69 77.92 80.76
S4 74.49 75.72 80.15
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.24 90.66 81.78
R3 88.90 86.32 80.58
R2 84.56 84.56 80.19
R1 81.98 81.98 79.79 83.27
PP 80.22 80.22 80.22 80.87
S1 77.64 77.64 78.99 78.93
S2 75.88 75.88 78.59
S3 71.54 73.30 78.20
S4 67.20 68.96 77.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.81 78.57 4.24 5.2% 2.31 2.8% 66% False False 20,531
10 82.81 78.47 4.34 5.3% 2.38 2.9% 67% False False 18,006
20 83.60 75.22 8.38 10.3% 2.20 2.7% 73% False False 15,331
40 83.60 67.46 16.14 19.8% 2.06 2.5% 86% False False 11,637
60 83.60 67.46 16.14 19.8% 2.01 2.5% 86% False False 9,514
80 83.60 67.46 16.14 19.8% 1.87 2.3% 86% False False 8,116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.40
2.618 87.81
1.618 85.61
1.000 84.25
0.618 83.41
HIGH 82.05
0.618 81.21
0.500 80.95
0.382 80.69
LOW 79.85
0.618 78.49
1.000 77.65
1.618 76.29
2.618 74.09
4.250 70.50
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 81.22 81.11
PP 81.09 80.85
S1 80.95 80.60

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

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