NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 79.86 78.76 -1.10 -1.4% 79.63
High 79.91 80.54 0.63 0.8% 81.53
Low 74.88 77.67 2.79 3.7% 74.88
Close 78.50 79.84 1.34 1.7% 78.50
Range 5.03 2.87 -2.16 -42.9% 6.65
ATR 2.44 2.47 0.03 1.2% 0.00
Volume 51,345 29,838 -21,507 -41.9% 168,787
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.96 86.77 81.42
R3 85.09 83.90 80.63
R2 82.22 82.22 80.37
R1 81.03 81.03 80.10 81.63
PP 79.35 79.35 79.35 79.65
S1 78.16 78.16 79.58 78.76
S2 76.48 76.48 79.31
S3 73.61 75.29 79.05
S4 70.74 72.42 78.26
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 8.3% 2.94 3.7% 75% False False 39,725
10 82.30 74.88 7.42 9.3% 2.52 3.2% 67% False False 30,683
20 82.81 74.88 7.93 9.9% 2.37 3.0% 63% False False 24,857
40 83.60 69.77 13.83 17.3% 2.25 2.8% 73% False False 18,604
60 83.60 67.46 16.14 20.2% 2.13 2.7% 77% False False 14,726
80 83.60 67.46 16.14 20.2% 2.04 2.6% 77% False False 12,066
100 83.60 64.26 19.34 24.2% 1.90 2.4% 81% False False 10,457
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.74
2.618 88.05
1.618 85.18
1.000 83.41
0.618 82.31
HIGH 80.54
0.618 79.44
0.500 79.11
0.382 78.77
LOW 77.67
0.618 75.90
1.000 74.80
1.618 73.03
2.618 70.16
4.250 65.47
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 79.60 79.13
PP 79.35 78.42
S1 79.11 77.71

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

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