NYMEX Light Sweet Crude Oil Future June 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 83.32 81.60 -1.72 -2.1% 81.02
High 83.43 81.75 -1.68 -2.0% 84.08
Low 81.16 80.41 -0.75 -0.9% 80.41
Close 81.59 81.14 -0.45 -0.6% 81.14
Range 2.27 1.34 -0.93 -41.0% 3.67
ATR 2.10 2.05 -0.05 -2.6% 0.00
Volume 13,266 14,934 1,668 12.6% 69,629
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.12 84.47 81.88
R3 83.78 83.13 81.51
R2 82.44 82.44 81.39
R1 81.79 81.79 81.26 81.45
PP 81.10 81.10 81.10 80.93
S1 80.45 80.45 81.02 80.11
S2 79.76 79.76 80.89
S3 78.42 79.11 80.77
S4 77.08 77.77 80.40
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.89 90.68 83.16
R3 89.22 87.01 82.15
R2 85.55 85.55 81.81
R1 83.34 83.34 81.48 84.45
PP 81.88 81.88 81.88 82.43
S1 79.67 79.67 80.80 80.78
S2 78.21 78.21 80.47
S3 74.54 76.00 80.13
S4 70.87 72.33 79.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.08 80.41 3.67 4.5% 1.78 2.2% 20% False True 13,925
10 84.08 79.72 4.36 5.4% 1.92 2.4% 33% False False 14,744
20 84.85 79.72 5.13 6.3% 2.14 2.6% 28% False False 14,739
40 84.85 69.58 15.27 18.8% 2.01 2.5% 76% False False 14,253
60 84.85 69.40 15.45 19.0% 1.96 2.4% 76% False False 13,130
80 84.85 69.40 15.45 19.0% 1.93 2.4% 76% False False 12,149
100 84.85 65.66 19.19 23.7% 1.88 2.3% 81% False False 11,067
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.45
2.618 85.26
1.618 83.92
1.000 83.09
0.618 82.58
HIGH 81.75
0.618 81.24
0.500 81.08
0.382 80.92
LOW 80.41
0.618 79.58
1.000 79.07
1.618 78.24
2.618 76.90
4.250 74.72
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 81.12 82.25
PP 81.10 81.88
S1 81.08 81.51

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

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