NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 79.85 80.66 0.81 1.0% 81.59
High 80.78 82.17 1.39 1.7% 82.99
Low 79.18 79.81 0.63 0.8% 79.18
Close 79.85 80.07 0.22 0.3% 79.85
Range 1.60 2.36 0.76 47.5% 3.81
ATR 2.00 2.02 0.03 1.3% 0.00
Volume 7,548 7,498 -50 -0.7% 32,527
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.76 86.28 81.37
R3 85.40 83.92 80.72
R2 83.04 83.04 80.50
R1 81.56 81.56 80.29 81.12
PP 80.68 80.68 80.68 80.47
S1 79.20 79.20 79.85 78.76
S2 78.32 78.32 79.64
S3 75.96 76.84 79.42
S4 73.60 74.48 78.77
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.10 89.79 81.95
R3 88.29 85.98 80.90
R2 84.48 84.48 80.55
R1 82.17 82.17 80.20 81.42
PP 80.67 80.67 80.67 80.30
S1 78.36 78.36 79.50 77.61
S2 76.86 76.86 79.15
S3 73.05 74.55 78.80
S4 69.24 70.74 77.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.99 79.18 3.81 4.8% 1.80 2.2% 23% False False 6,897
10 82.99 78.65 4.34 5.4% 1.94 2.4% 33% False False 6,484
20 83.20 78.65 4.55 5.7% 2.07 2.6% 31% False False 6,650
40 84.09 68.94 15.15 18.9% 1.91 2.4% 73% False False 5,978
60 84.09 68.38 15.71 19.6% 1.68 2.1% 74% False False 5,046
80 84.09 68.38 15.71 19.6% 1.49 1.9% 74% False False 4,316
100 84.09 65.05 19.04 23.8% 1.35 1.7% 79% False False 3,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.20
2.618 88.35
1.618 85.99
1.000 84.53
0.618 83.63
HIGH 82.17
0.618 81.27
0.500 80.99
0.382 80.71
LOW 79.81
0.618 78.35
1.000 77.45
1.618 75.99
2.618 73.63
4.250 69.78
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 80.99 80.74
PP 80.68 80.52
S1 80.38 80.29

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

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