NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 82.90 83.20 0.30 0.4% 79.36
High 83.06 83.20 0.14 0.2% 83.67
Low 82.66 79.89 -2.77 -3.4% 79.35
Close 82.64 80.54 -2.10 -2.5% 80.54
Range 0.40 3.31 2.91 727.5% 4.32
ATR 1.71 1.82 0.11 6.7% 0.00
Volume 7,937 6,593 -1,344 -16.9% 30,469
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.14 89.15 82.36
R3 87.83 85.84 81.45
R2 84.52 84.52 81.15
R1 82.53 82.53 80.84 81.87
PP 81.21 81.21 81.21 80.88
S1 79.22 79.22 80.24 78.56
S2 77.90 77.90 79.93
S3 74.59 75.91 79.63
S4 71.28 72.60 78.72
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 94.15 91.66 82.92
R3 89.83 87.34 81.73
R2 85.51 85.51 81.33
R1 83.02 83.02 80.94 84.27
PP 81.19 81.19 81.19 81.81
S1 78.70 78.70 80.14 79.95
S2 76.87 76.87 79.75
S3 72.55 74.38 79.35
S4 68.23 70.06 78.16
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 5.4% 1.93 2.4% 28% False False 6,093
10 83.67 79.35 4.32 5.4% 1.97 2.4% 28% False False 5,456
20 84.42 75.75 8.67 10.8% 1.60 2.0% 55% False False 5,346
40 84.42 68.84 15.58 19.3% 1.29 1.6% 75% False False 4,381
60 84.42 68.84 15.58 19.3% 1.10 1.4% 75% False False 3,695
80 84.42 68.84 15.58 19.3% 0.99 1.2% 75% False False 3,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 97.27
2.618 91.87
1.618 88.56
1.000 86.51
0.618 85.25
HIGH 83.20
0.618 81.94
0.500 81.55
0.382 81.15
LOW 79.89
0.618 77.84
1.000 76.58
1.618 74.53
2.618 71.22
4.250 65.82
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 81.55 81.78
PP 81.21 81.37
S1 80.88 80.95

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

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