NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 79.11 79.36 0.25 0.3% 80.66
High 81.12 80.55 -0.57 -0.7% 82.17
Low 78.75 76.29 -2.46 -3.1% 76.29
Close 81.03 79.38 -1.65 -2.0% 79.38
Range 2.37 4.26 1.89 79.7% 5.88
ATR 2.03 2.22 0.19 9.5% 0.00
Volume 16,622 16,810 188 1.1% 52,272
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.52 89.71 81.72
R3 87.26 85.45 80.55
R2 83.00 83.00 80.16
R1 81.19 81.19 79.77 82.10
PP 78.74 78.74 78.74 79.19
S1 76.93 76.93 78.99 77.84
S2 74.48 74.48 78.60
S3 70.22 72.67 78.21
S4 65.96 68.41 77.04
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 96.92 94.03 82.61
R3 91.04 88.15 81.00
R2 85.16 85.16 80.46
R1 82.27 82.27 79.92 80.78
PP 79.28 79.28 79.28 78.53
S1 76.39 76.39 78.84 74.90
S2 73.40 73.40 78.30
S3 67.52 70.51 77.76
S4 61.64 64.63 76.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.17 76.29 5.88 7.4% 2.47 3.1% 53% False True 11,964
10 82.99 76.29 6.70 8.4% 2.16 2.7% 46% False True 9,312
20 83.20 76.29 6.91 8.7% 2.13 2.7% 45% False True 8,059
40 84.09 70.45 13.64 17.2% 1.98 2.5% 65% False False 6,773
60 84.09 68.38 15.71 19.8% 1.74 2.2% 70% False False 5,672
80 84.09 68.38 15.71 19.8% 1.57 2.0% 70% False False 4,806
100 84.09 65.05 19.04 24.0% 1.41 1.8% 75% False False 4,331
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 0.64
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 98.66
2.618 91.70
1.618 87.44
1.000 84.81
0.618 83.18
HIGH 80.55
0.618 78.92
0.500 78.42
0.382 77.92
LOW 76.29
0.618 73.66
1.000 72.03
1.618 69.40
2.618 65.14
4.250 58.19
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 79.06 79.16
PP 78.74 78.93
S1 78.42 78.71

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

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