NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 83.85 82.51 -1.34 -1.6% 80.50
High 84.00 82.71 -1.29 -1.5% 84.50
Low 83.35 80.86 -2.49 -3.0% 80.44
Close 83.40 81.36 -2.04 -2.4% 81.36
Range 0.65 1.85 1.20 184.6% 4.06
ATR 1.85 1.90 0.05 2.7% 0.00
Volume 3,392 2,365 -1,027 -30.3% 18,112
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.19 86.13 82.38
R3 85.34 84.28 81.87
R2 83.49 83.49 81.70
R1 82.43 82.43 81.53 82.04
PP 81.64 81.64 81.64 81.45
S1 80.58 80.58 81.19 80.19
S2 79.79 79.79 81.02
S3 77.94 78.73 80.85
S4 76.09 76.88 80.34
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 94.28 91.88 83.59
R3 90.22 87.82 82.48
R2 86.16 86.16 82.10
R1 83.76 83.76 81.73 84.96
PP 82.10 82.10 82.10 82.70
S1 79.70 79.70 80.99 80.90
S2 78.04 78.04 80.62
S3 73.98 75.64 80.24
S4 69.92 71.58 79.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 80.44 4.06 5.0% 1.63 2.0% 23% False False 3,622
10 85.24 80.32 4.92 6.0% 1.87 2.3% 21% False False 3,833
20 85.24 76.85 8.39 10.3% 1.61 2.0% 54% False False 3,464
40 85.24 70.06 15.18 18.7% 1.57 1.9% 74% False False 2,952
60 85.24 70.06 15.18 18.7% 1.60 2.0% 74% False False 3,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.57
2.618 87.55
1.618 85.70
1.000 84.56
0.618 83.85
HIGH 82.71
0.618 82.00
0.500 81.79
0.382 81.57
LOW 80.86
0.618 79.72
1.000 79.01
1.618 77.87
2.618 76.02
4.250 73.00
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 81.79 82.68
PP 81.64 82.24
S1 81.50 81.80

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

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