NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 82.39 82.90 0.51 0.6% 82.73
High 83.67 83.06 -0.61 -0.7% 82.91
Low 82.39 82.66 0.27 0.3% 79.65
Close 83.44 82.64 -0.80 -1.0% 79.72
Range 1.28 0.40 -0.88 -68.8% 3.26
ATR 1.78 1.71 -0.07 -4.0% 0.00
Volume 5,797 7,937 2,140 36.9% 24,094
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.99 83.71 82.86
R3 83.59 83.31 82.75
R2 83.19 83.19 82.71
R1 82.91 82.91 82.68 82.85
PP 82.79 82.79 82.79 82.76
S1 82.51 82.51 82.60 82.45
S2 82.39 82.39 82.57
S3 81.99 82.11 82.53
S4 81.59 81.71 82.42
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 90.54 88.39 81.51
R3 87.28 85.13 80.62
R2 84.02 84.02 80.32
R1 81.87 81.87 80.02 81.32
PP 80.76 80.76 80.76 80.48
S1 78.61 78.61 79.42 78.06
S2 77.50 77.50 79.12
S3 74.24 75.35 78.82
S4 70.98 72.09 77.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.67 79.35 4.32 5.2% 1.83 2.2% 76% False False 5,587
10 84.40 79.35 5.05 6.1% 1.78 2.2% 65% False False 5,068
20 84.42 73.96 10.46 12.7% 1.49 1.8% 83% False False 5,174
40 84.42 68.84 15.58 18.9% 1.27 1.5% 89% False False 4,293
60 84.42 68.84 15.58 18.9% 1.05 1.3% 89% False False 3,617
80 84.42 68.50 15.92 19.3% 0.95 1.2% 89% False False 3,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 84.76
2.618 84.11
1.618 83.71
1.000 83.46
0.618 83.31
HIGH 83.06
0.618 82.91
0.500 82.86
0.382 82.81
LOW 82.66
0.618 82.41
1.000 82.26
1.618 82.01
2.618 81.61
4.250 80.96
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 82.86 82.36
PP 82.79 82.08
S1 82.71 81.80

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

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