NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 80.50 81.59 1.09 1.4% 79.95
High 82.30 81.86 -0.44 -0.5% 82.29
Low 80.50 79.22 -1.28 -1.6% 77.80
Close 81.57 79.63 -1.94 -2.4% 78.48
Range 1.80 2.64 0.84 46.7% 4.49
ATR 2.21 2.24 0.03 1.4% 0.00
Volume 20,155 25,537 5,382 26.7% 89,009
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.16 86.53 81.08
R3 85.52 83.89 80.36
R2 82.88 82.88 80.11
R1 81.25 81.25 79.87 80.75
PP 80.24 80.24 80.24 79.98
S1 78.61 78.61 79.39 78.11
S2 77.60 77.60 79.15
S3 74.96 75.97 78.90
S4 72.32 73.33 78.18
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 82.30 77.80 4.50 5.7% 2.13 2.7% 41% False False 21,834
10 82.30 77.80 4.50 5.7% 2.31 2.9% 41% False False 18,795
20 83.50 77.80 5.70 7.2% 2.32 2.9% 32% False False 17,958
40 83.60 67.46 16.14 20.3% 2.12 2.7% 75% False False 14,303
60 83.60 67.46 16.14 20.3% 2.07 2.6% 75% False False 11,532
80 83.60 67.46 16.14 20.3% 1.96 2.5% 75% False False 9,575
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.08
2.618 88.77
1.618 86.13
1.000 84.50
0.618 83.49
HIGH 81.86
0.618 80.85
0.500 80.54
0.382 80.23
LOW 79.22
0.618 77.59
1.000 76.58
1.618 74.95
2.618 72.31
4.250 68.00
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 80.54 80.76
PP 80.24 80.38
S1 79.93 80.01

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

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