NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 82.57 81.23 -1.34 -1.6% 79.72
High 82.57 82.62 0.05 0.1% 83.20
Low 79.33 80.60 1.27 1.6% 79.10
Close 79.99 81.97 1.98 2.5% 79.99
Range 3.24 2.02 -1.22 -37.7% 4.10
ATR 2.04 2.09 0.04 2.0% 0.00
Volume 8,434 7,472 -962 -11.4% 37,941
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.79 86.90 83.08
R3 85.77 84.88 82.53
R2 83.75 83.75 82.34
R1 82.86 82.86 82.16 83.31
PP 81.73 81.73 81.73 81.95
S1 80.84 80.84 81.78 81.29
S2 79.71 79.71 81.60
S3 77.69 78.82 81.41
S4 75.67 76.80 80.86
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 5.0% 2.06 2.5% 70% False False 7,949
10 83.20 78.91 4.29 5.2% 2.20 2.7% 71% False False 6,817
20 84.09 75.51 8.58 10.5% 2.01 2.4% 75% False False 6,529
40 84.09 68.38 15.71 19.2% 1.75 2.1% 87% False False 5,277
60 84.09 68.38 15.71 19.2% 1.50 1.8% 87% False False 4,332
80 84.09 68.38 15.71 19.2% 1.38 1.7% 87% False False 3,864
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.21
2.618 87.91
1.618 85.89
1.000 84.64
0.618 83.87
HIGH 82.62
0.618 81.85
0.500 81.61
0.382 81.37
LOW 80.60
0.618 79.35
1.000 78.58
1.618 77.33
2.618 75.31
4.250 72.02
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 81.85 81.66
PP 81.73 81.36
S1 81.61 81.05

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

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