NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 83.75 83.85 0.10 0.1% 83.56
High 84.50 84.00 -0.50 -0.6% 85.24
Low 83.54 83.35 -0.19 -0.2% 80.32
Close 84.21 83.40 -0.81 -1.0% 80.46
Range 0.96 0.65 -0.31 -32.3% 4.92
ATR 1.92 1.85 -0.08 -3.9% 0.00
Volume 4,064 3,392 -672 -16.5% 20,227
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.53 85.12 83.76
R3 84.88 84.47 83.58
R2 84.23 84.23 83.52
R1 83.82 83.82 83.46 83.70
PP 83.58 83.58 83.58 83.53
S1 83.17 83.17 83.34 83.05
S2 82.93 82.93 83.28
S3 82.28 82.52 83.22
S4 81.63 81.87 83.04
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.77 93.53 83.17
R3 91.85 88.61 81.81
R2 86.93 86.93 81.36
R1 83.69 83.69 80.91 82.85
PP 82.01 82.01 82.01 81.59
S1 78.77 78.77 80.01 77.93
S2 77.09 77.09 79.56
S3 72.17 73.85 79.11
S4 67.25 68.93 77.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 80.32 4.18 5.0% 1.82 2.2% 74% False False 3,979
10 85.24 80.32 4.92 5.9% 1.84 2.2% 63% False False 3,815
20 85.24 74.95 10.29 12.3% 1.57 1.9% 82% False False 3,503
40 85.24 70.06 15.18 18.2% 1.61 1.9% 88% False False 2,948
60 85.24 70.06 15.18 18.2% 1.60 1.9% 88% False False 3,004
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 86.76
2.618 85.70
1.618 85.05
1.000 84.65
0.618 84.40
HIGH 84.00
0.618 83.75
0.500 83.68
0.382 83.60
LOW 83.35
0.618 82.95
1.000 82.70
1.618 82.30
2.618 81.65
4.250 80.59
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 83.68 83.10
PP 83.58 82.81
S1 83.49 82.51

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

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