NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 82.44 82.57 0.13 0.2% 79.72
High 82.77 82.57 -0.20 -0.2% 83.20
Low 81.99 79.33 -2.66 -3.2% 79.10
Close 82.12 79.99 -2.13 -2.6% 79.99
Range 0.78 3.24 2.46 315.4% 4.10
ATR 1.95 2.04 0.09 4.7% 0.00
Volume 9,078 8,434 -644 -7.1% 37,941
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 90.35 88.41 81.77
R3 87.11 85.17 80.88
R2 83.87 83.87 80.58
R1 81.93 81.93 80.29 81.28
PP 80.63 80.63 80.63 80.31
S1 78.69 78.69 79.69 78.04
S2 77.39 77.39 79.40
S3 74.15 75.45 79.10
S4 70.91 72.21 78.21
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.06 90.63 82.25
R3 88.96 86.53 81.12
R2 84.86 84.86 80.74
R1 82.43 82.43 80.37 83.65
PP 80.76 80.76 80.76 81.37
S1 78.33 78.33 79.61 79.55
S2 76.66 76.66 79.24
S3 72.56 74.23 78.86
S4 68.46 70.13 77.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.20 79.10 4.10 5.1% 2.00 2.5% 22% False False 7,588
10 84.00 78.91 5.09 6.4% 2.33 2.9% 21% False False 6,570
20 84.09 75.37 8.72 10.9% 1.94 2.4% 53% False False 6,400
40 84.09 68.38 15.71 19.6% 1.71 2.1% 74% False False 5,196
60 84.09 68.38 15.71 19.6% 1.51 1.9% 74% False False 4,273
80 84.09 68.38 15.71 19.6% 1.36 1.7% 74% False False 3,789
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 0.34
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 96.34
2.618 91.05
1.618 87.81
1.000 85.81
0.618 84.57
HIGH 82.57
0.618 81.33
0.500 80.95
0.382 80.57
LOW 79.33
0.618 77.33
1.000 76.09
1.618 74.09
2.618 70.85
4.250 65.56
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 80.95 81.27
PP 80.63 80.84
S1 80.31 80.42

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

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