NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 81.60 81.87 0.27 0.3% 81.02
High 81.75 83.51 1.76 2.2% 84.08
Low 80.41 80.99 0.58 0.7% 80.41
Close 81.14 81.33 0.19 0.2% 81.14
Range 1.34 2.52 1.18 88.1% 3.67
ATR 2.05 2.08 0.03 1.7% 0.00
Volume 14,934 11,690 -3,244 -21.7% 69,629
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.50 87.94 82.72
R3 86.98 85.42 82.02
R2 84.46 84.46 81.79
R1 82.90 82.90 81.56 82.42
PP 81.94 81.94 81.94 81.71
S1 80.38 80.38 81.10 79.90
S2 79.42 79.42 80.87
S3 76.90 77.86 80.64
S4 74.38 75.34 79.94
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% 1.80 2.2% 25% False False 13,274
10 84.08 79.72 4.36 5.4% 1.96 2.4% 37% False False 14,489
20 84.20 79.72 4.48 5.5% 2.11 2.6% 36% False False 14,602
40 84.85 69.83 15.02 18.5% 2.03 2.5% 77% False False 14,244
60 84.85 69.40 15.45 19.0% 1.98 2.4% 77% False False 13,194
80 84.85 69.40 15.45 19.0% 1.93 2.4% 77% False False 12,130
100 84.85 65.66 19.19 23.6% 1.89 2.3% 82% False False 11,140
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 0.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.22
2.618 90.11
1.618 87.59
1.000 86.03
0.618 85.07
HIGH 83.51
0.618 82.55
0.500 82.25
0.382 81.95
LOW 80.99
0.618 79.43
1.000 78.47
1.618 76.91
2.618 74.39
4.250 70.28
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 82.25 81.96
PP 81.94 81.75
S1 81.64 81.54

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

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