NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 80.37 80.50 0.13 0.2% 82.52
High 80.37 82.31 1.94 2.4% 83.36
Low 79.27 80.08 0.81 1.0% 79.27
Close 79.81 82.20 2.39 3.0% 79.81
Range 1.10 2.23 1.13 102.7% 4.09
ATR 1.80 1.85 0.05 2.8% 0.00
Volume 8,325 4,642 -3,683 -44.2% 28,959
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.22 87.44 83.43
R3 85.99 85.21 82.81
R2 83.76 83.76 82.61
R1 82.98 82.98 82.40 83.37
PP 81.53 81.53 81.53 81.73
S1 80.75 80.75 82.00 81.14
S2 79.30 79.30 81.79
S3 77.07 78.52 81.59
S4 74.84 76.29 80.97
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.08 90.54 82.06
R3 88.99 86.45 80.93
R2 84.90 84.90 80.56
R1 82.36 82.36 80.18 81.59
PP 80.81 80.81 80.81 80.43
S1 78.27 78.27 79.44 77.50
S2 76.72 76.72 79.06
S3 72.63 74.18 78.69
S4 68.54 70.09 77.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.36 79.27 4.09 5.0% 1.69 2.1% 72% False False 5,638
10 83.67 79.27 4.40 5.4% 1.80 2.2% 67% False False 5,843
20 84.42 79.27 5.15 6.3% 1.78 2.2% 57% False False 5,367
40 84.42 68.84 15.58 19.0% 1.52 1.8% 86% False False 4,828
60 84.42 68.84 15.58 19.0% 1.17 1.4% 86% False False 4,025
80 84.42 68.84 15.58 19.0% 1.05 1.3% 86% False False 3,506
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 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.79
2.618 88.15
1.618 85.92
1.000 84.54
0.618 83.69
HIGH 82.31
0.618 81.46
0.500 81.20
0.382 80.93
LOW 80.08
0.618 78.70
1.000 77.85
1.618 76.47
2.618 74.24
4.250 70.60
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 81.87 81.73
PP 81.53 81.26
S1 81.20 80.79

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

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