NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 81.99 79.83 -2.16 -2.6% 79.72
High 82.48 82.25 -0.23 -0.3% 83.20
Low 81.36 79.43 -1.93 -2.4% 79.10
Close 81.88 79.83 -2.05 -2.5% 79.99
Range 1.12 2.82 1.70 151.8% 4.10
ATR 2.03 2.09 0.06 2.8% 0.00
Volume 5,612 5,811 199 3.5% 37,941
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.96 87.22 81.38
R3 86.14 84.40 80.61
R2 83.32 83.32 80.35
R1 81.58 81.58 80.09 81.24
PP 80.50 80.50 80.50 80.34
S1 78.76 78.76 79.57 78.42
S2 77.68 77.68 79.31
S3 74.86 75.94 79.05
S4 72.04 73.12 78.28
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 82.85 79.33 3.52 4.4% 2.29 2.9% 14% False False 6,479
10 83.20 79.10 4.10 5.1% 2.10 2.6% 18% False False 6,807
20 84.09 78.91 5.18 6.5% 2.09 2.6% 18% False False 6,339
40 84.09 68.38 15.71 19.7% 1.82 2.3% 73% False False 5,532
60 84.09 68.38 15.71 19.7% 1.53 1.9% 73% False False 4,517
80 84.09 68.38 15.71 19.7% 1.44 1.8% 73% False False 3,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.24
2.618 89.63
1.618 86.81
1.000 85.07
0.618 83.99
HIGH 82.25
0.618 81.17
0.500 80.84
0.382 80.51
LOW 79.43
0.618 77.69
1.000 76.61
1.618 74.87
2.618 72.05
4.250 67.45
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 80.84 81.14
PP 80.50 80.70
S1 80.17 80.27

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

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