NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 80.74 80.68 -0.06 -0.1% 80.50
High 82.61 80.89 -1.72 -2.1% 83.45
Low 80.74 79.26 -1.48 -1.8% 79.79
Close 80.74 79.66 -1.08 -1.3% 80.54
Range 1.87 1.63 -0.24 -12.8% 3.66
ATR 1.81 1.80 -0.01 -0.7% 0.00
Volume 5,148 6,367 1,219 23.7% 20,552
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.83 83.87 80.56
R3 83.20 82.24 80.11
R2 81.57 81.57 79.96
R1 80.61 80.61 79.81 80.28
PP 79.94 79.94 79.94 79.77
S1 78.98 78.98 79.51 78.65
S2 78.31 78.31 79.36
S3 76.68 77.35 79.21
S4 75.05 75.72 78.76
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 79.26 4.19 5.3% 1.68 2.1% 10% False True 4,813
10 83.45 79.26 4.19 5.3% 1.64 2.1% 10% False True 5,081
20 83.67 79.26 4.41 5.5% 1.84 2.3% 9% False True 5,244
40 84.42 69.30 15.12 19.0% 1.59 2.0% 69% False False 4,947
60 84.42 68.84 15.58 19.6% 1.33 1.7% 69% False False 4,272
80 84.42 68.84 15.58 19.6% 1.13 1.4% 69% False False 3,727
100 84.42 65.75 18.67 23.4% 1.04 1.3% 75% False False 3,388
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.82
2.618 85.16
1.618 83.53
1.000 82.52
0.618 81.90
HIGH 80.89
0.618 80.27
0.500 80.08
0.382 79.88
LOW 79.26
0.618 78.25
1.000 77.63
1.618 76.62
2.618 74.99
4.250 72.33
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 80.08 80.94
PP 79.94 80.51
S1 79.80 80.09

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

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