NYMEX Light Sweet Crude Oil Future June 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 82.35 81.85 -0.50 -0.6% 81.87
High 82.40 81.85 -0.55 -0.7% 83.51
Low 80.13 77.81 -2.32 -2.9% 77.81
Close 82.35 80.87 -1.48 -1.8% 80.87
Range 2.27 4.04 1.77 78.0% 5.70
ATR 2.07 2.25 0.18 8.5% 0.00
Volume 26,368 33,255 6,887 26.1% 86,589
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.30 90.62 83.09
R3 88.26 86.58 81.98
R2 84.22 84.22 81.61
R1 82.54 82.54 81.24 81.36
PP 80.18 80.18 80.18 79.59
S1 78.50 78.50 80.50 77.32
S2 76.14 76.14 80.13
S3 72.10 74.46 79.76
S4 68.06 70.42 78.65
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 97.83 95.05 84.01
R3 92.13 89.35 82.44
R2 86.43 86.43 81.92
R1 83.65 83.65 81.39 82.19
PP 80.73 80.73 80.73 80.00
S1 77.95 77.95 80.35 76.49
S2 75.03 75.03 79.83
S3 69.33 72.25 79.30
S4 63.63 66.55 77.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.51 77.81 5.70 7.0% 2.38 2.9% 54% False True 20,304
10 84.08 77.81 6.27 7.8% 2.12 2.6% 49% False True 18,131
20 84.20 77.81 6.39 7.9% 2.15 2.7% 48% False True 16,007
40 84.85 71.32 13.53 16.7% 2.06 2.5% 71% False False 15,300
60 84.85 69.40 15.45 19.1% 2.02 2.5% 74% False False 14,094
80 84.85 69.40 15.45 19.1% 1.97 2.4% 74% False False 12,506
100 84.85 65.66 19.19 23.7% 1.93 2.4% 79% False False 11,739
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 0.30
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 99.02
2.618 92.43
1.618 88.39
1.000 85.89
0.618 84.35
HIGH 81.85
0.618 80.31
0.500 79.83
0.382 79.35
LOW 77.81
0.618 75.31
1.000 73.77
1.618 71.27
2.618 67.23
4.250 60.64
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 80.52 80.62
PP 80.18 80.36
S1 79.83 80.11

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

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