NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 82.27 81.75 -0.52 -0.6% 81.23
High 82.99 82.30 -0.69 -0.8% 82.85
Low 81.68 79.95 -1.73 -2.1% 78.65
Close 82.27 80.36 -1.91 -2.3% 79.18
Range 1.31 2.35 1.04 79.4% 4.20
ATR 2.00 2.03 0.02 1.2% 0.00
Volume 5,420 7,748 2,328 43.0% 32,291
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.92 86.49 81.65
R3 85.57 84.14 81.01
R2 83.22 83.22 80.79
R1 81.79 81.79 80.58 81.33
PP 80.87 80.87 80.87 80.64
S1 79.44 79.44 80.14 78.98
S2 78.52 78.52 79.93
S3 76.17 77.09 79.71
S4 73.82 74.74 79.07
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.83 90.20 81.49
R3 88.63 86.00 80.34
R2 84.43 84.43 79.95
R1 81.80 81.80 79.57 81.02
PP 80.23 80.23 80.23 79.83
S1 77.60 77.60 78.80 76.82
S2 76.03 76.03 78.41
S3 71.83 73.40 78.03
S4 67.63 69.20 76.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.99 78.65 4.34 5.4% 1.85 2.3% 39% False False 6,661
10 82.99 78.65 4.34 5.4% 2.07 2.6% 39% False False 6,570
20 84.00 78.65 5.35 6.7% 2.10 2.6% 32% False False 6,363
40 84.09 68.38 15.71 19.5% 1.86 2.3% 76% False False 5,987
60 84.09 68.38 15.71 19.5% 1.64 2.0% 76% False False 4,878
80 84.09 68.38 15.71 19.5% 1.49 1.9% 76% False False 4,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.29
2.618 88.45
1.618 86.10
1.000 84.65
0.618 83.75
HIGH 82.30
0.618 81.40
0.500 81.13
0.382 80.85
LOW 79.95
0.618 78.50
1.000 77.60
1.618 76.15
2.618 73.80
4.250 69.96
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 81.13 81.47
PP 80.87 81.10
S1 80.62 80.73

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

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