NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 81.31 80.92 -0.39 -0.5% 78.59
High 82.29 81.95 -0.34 -0.4% 82.81
Low 79.78 80.50 0.72 0.9% 78.47
Close 80.89 81.25 0.36 0.4% 79.39
Range 2.51 1.45 -1.06 -42.2% 4.34
ATR 2.29 2.23 -0.06 -2.6% 0.00
Volume 12,967 16,538 3,571 27.5% 101,314
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.58 84.87 82.05
R3 84.13 83.42 81.65
R2 82.68 82.68 81.52
R1 81.97 81.97 81.38 82.33
PP 81.23 81.23 81.23 81.41
S1 80.52 80.52 81.12 80.88
S2 79.78 79.78 80.98
S3 78.33 79.07 80.85
S4 76.88 77.62 80.45
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 82.39 78.81 3.58 4.4% 2.14 2.6% 68% False False 17,824
10 82.81 78.47 4.34 5.3% 2.36 2.9% 64% False False 17,669
20 83.60 76.90 6.70 8.2% 2.30 2.8% 65% False False 15,883
40 83.60 67.46 16.14 19.9% 2.04 2.5% 85% False False 12,131
60 83.60 67.46 16.14 19.9% 2.01 2.5% 85% False False 9,893
80 83.60 67.46 16.14 19.9% 1.90 2.3% 85% False False 8,414
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.11
2.618 85.75
1.618 84.30
1.000 83.40
0.618 82.85
HIGH 81.95
0.618 81.40
0.500 81.23
0.382 81.05
LOW 80.50
0.618 79.60
1.000 79.05
1.618 78.15
2.618 76.70
4.250 74.34
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 81.24 81.18
PP 81.23 81.11
S1 81.23 81.04

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

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