NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 81.02 80.54 -0.48 -0.6% 80.50
High 82.84 81.38 -1.46 -1.8% 83.45
Low 80.83 79.79 -1.04 -1.3% 79.79
Close 81.02 80.54 -0.48 -0.6% 80.54
Range 2.01 1.59 -0.42 -20.9% 3.66
ATR 1.81 1.79 -0.02 -0.9% 0.00
Volume 4,339 4,410 71 1.6% 20,552
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.34 84.53 81.41
R3 83.75 82.94 80.98
R2 82.16 82.16 80.83
R1 81.35 81.35 80.69 81.34
PP 80.57 80.57 80.57 80.56
S1 79.76 79.76 80.39 79.75
S2 78.98 78.98 80.25
S3 77.39 78.17 80.10
S4 75.80 76.58 79.67
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.24 90.05 82.55
R3 88.58 86.39 81.55
R2 84.92 84.92 81.21
R1 82.73 82.73 80.88 83.83
PP 81.26 81.26 81.26 81.81
S1 79.07 79.07 80.20 80.17
S2 77.60 77.60 79.87
S3 73.94 75.41 79.53
S4 70.28 71.75 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.45 79.79 3.66 4.5% 1.72 2.1% 20% False True 4,110
10 83.45 79.27 4.18 5.2% 1.67 2.1% 30% False False 4,951
20 83.67 79.27 4.40 5.5% 1.82 2.3% 29% False False 5,203
40 84.42 68.99 15.43 19.2% 1.54 1.9% 75% False False 4,838
60 84.42 68.84 15.58 19.3% 1.27 1.6% 75% False False 4,190
80 84.42 68.84 15.58 19.3% 1.12 1.4% 75% False False 3,627
100 84.42 65.75 18.67 23.2% 1.02 1.3% 79% False False 3,293
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.14
2.618 85.54
1.618 83.95
1.000 82.97
0.618 82.36
HIGH 81.38
0.618 80.77
0.500 80.59
0.382 80.40
LOW 79.79
0.618 78.81
1.000 78.20
1.618 77.22
2.618 75.63
4.250 73.03
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 80.59 81.62
PP 80.57 81.26
S1 80.56 80.90

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

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