NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 78.94 78.70 -0.24 -0.3% 79.95
High 79.74 81.40 1.66 2.1% 82.29
Low 77.80 78.70 0.90 1.2% 77.80
Close 78.48 80.93 2.45 3.1% 78.48
Range 1.94 2.70 0.76 39.2% 4.49
ATR 2.25 2.30 0.05 2.1% 0.00
Volume 27,011 17,845 -9,166 -33.9% 89,009
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.44 87.39 82.42
R3 85.74 84.69 81.67
R2 83.04 83.04 81.43
R1 81.99 81.99 81.18 82.52
PP 80.34 80.34 80.34 80.61
S1 79.29 79.29 80.68 79.82
S2 77.64 77.64 80.44
S3 74.94 76.59 80.19
S4 72.24 73.89 79.45
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.99 90.23 80.95
R3 88.50 85.74 79.71
R2 84.01 84.01 79.30
R1 81.25 81.25 78.89 80.39
PP 79.52 79.52 79.52 79.09
S1 76.76 76.76 78.07 75.90
S2 75.03 75.03 77.66
S3 70.54 72.27 77.25
S4 66.05 67.78 76.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.29 77.80 4.49 5.5% 2.29 2.8% 70% False False 17,577
10 82.81 77.80 5.01 6.2% 2.30 2.8% 62% False False 19,054
20 83.60 77.80 5.80 7.2% 2.37 2.9% 54% False False 16,815
40 83.60 67.46 16.14 19.9% 2.15 2.7% 83% False False 13,136
60 83.60 67.46 16.14 19.9% 2.04 2.5% 83% False False 10,657
80 83.60 67.46 16.14 19.9% 1.93 2.4% 83% False False 8,935
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.88
2.618 88.47
1.618 85.77
1.000 84.10
0.618 83.07
HIGH 81.40
0.618 80.37
0.500 80.05
0.382 79.73
LOW 78.70
0.618 77.03
1.000 76.00
1.618 74.33
2.618 71.63
4.250 67.23
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 80.64 80.51
PP 80.34 80.09
S1 80.05 79.67

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

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