NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 78.08 79.86 1.78 2.3% 79.63
High 80.29 79.91 -0.38 -0.5% 81.53
Low 77.95 74.88 -3.07 -3.9% 74.88
Close 80.23 78.50 -1.73 -2.2% 78.50
Range 2.34 5.03 2.69 115.0% 6.65
ATR 2.22 2.44 0.22 10.1% 0.00
Volume 57,355 51,345 -6,010 -10.5% 168,787
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.85 90.71 81.27
R3 87.82 85.68 79.88
R2 82.79 82.79 79.42
R1 80.65 80.65 78.96 79.21
PP 77.76 77.76 77.76 77.04
S1 75.62 75.62 78.04 74.18
S2 72.73 72.73 77.58
S3 67.70 70.59 77.12
S4 62.67 65.56 75.73
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.25 95.03 82.16
R3 91.60 88.38 80.33
R2 84.95 84.95 79.72
R1 81.73 81.73 79.11 80.02
PP 78.30 78.30 78.30 77.45
S1 75.08 75.08 77.89 73.37
S2 71.65 71.65 77.28
S3 65.00 68.43 76.67
S4 58.35 61.78 74.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.53 74.88 6.65 8.5% 2.72 3.5% 54% False True 38,966
10 82.30 74.88 7.42 9.5% 2.42 3.1% 49% False True 30,400
20 82.81 74.88 7.93 10.1% 2.37 3.0% 46% False True 24,023
40 83.60 69.77 13.83 17.6% 2.22 2.8% 63% False False 18,044
60 83.60 67.46 16.14 20.6% 2.10 2.7% 68% False False 14,352
80 83.60 67.46 16.14 20.6% 2.02 2.6% 68% False False 11,740
100 83.60 64.26 19.34 24.6% 1.89 2.4% 74% False False 10,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 101.29
2.618 93.08
1.618 88.05
1.000 84.94
0.618 83.02
HIGH 79.91
0.618 77.99
0.500 77.40
0.382 76.80
LOW 74.88
0.618 71.77
1.000 69.85
1.618 66.74
2.618 61.71
4.250 53.50
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 78.13 78.20
PP 77.76 77.89
S1 77.40 77.59

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

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