NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 81.72 80.10 -1.62 -2.0% 80.74
High 81.78 81.03 -0.75 -0.9% 82.61
Low 79.50 77.01 -2.49 -3.1% 77.01
Close 81.72 80.15 -1.57 -1.9% 80.15
Range 2.28 4.02 1.74 76.3% 5.60
ATR 1.84 2.04 0.21 11.2% 0.00
Volume 10,135 11,573 1,438 14.2% 33,223
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.46 89.82 82.36
R3 87.44 85.80 81.26
R2 83.42 83.42 80.89
R1 81.78 81.78 80.52 82.60
PP 79.40 79.40 79.40 79.81
S1 77.76 77.76 79.78 78.58
S2 75.38 75.38 79.41
S3 71.36 73.74 79.04
S4 67.34 69.72 77.94
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 96.72 94.04 83.23
R3 91.12 88.44 81.69
R2 85.52 85.52 81.18
R1 82.84 82.84 80.66 81.38
PP 79.92 79.92 79.92 79.20
S1 77.24 77.24 79.64 75.78
S2 74.32 74.32 79.12
S3 68.72 71.64 78.61
S4 63.12 66.04 77.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.61 77.01 5.60 7.0% 2.28 2.8% 56% False True 7,526
10 83.45 77.01 6.44 8.0% 1.95 2.4% 49% False True 6,210
20 83.67 77.01 6.66 8.3% 1.95 2.4% 47% False True 5,863
40 84.42 71.93 12.49 15.6% 1.63 2.0% 66% False False 5,314
60 84.42 68.84 15.58 19.4% 1.38 1.7% 73% False False 4,570
80 84.42 68.84 15.58 19.4% 1.19 1.5% 73% False False 3,952
100 84.42 65.75 18.67 23.3% 1.08 1.3% 77% False False 3,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 98.12
2.618 91.55
1.618 87.53
1.000 85.05
0.618 83.51
HIGH 81.03
0.618 79.49
0.500 79.02
0.382 78.55
LOW 77.01
0.618 74.53
1.000 72.99
1.618 70.51
2.618 66.49
4.250 59.93
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 79.77 79.90
PP 79.40 79.65
S1 79.02 79.40

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

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