NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 82.81 83.26 0.45 0.5% 80.50
High 84.14 83.69 -0.45 -0.5% 84.50
Low 81.88 82.53 0.65 0.8% 80.44
Close 82.81 83.26 0.45 0.5% 81.36
Range 2.26 1.16 -1.10 -48.7% 4.06
ATR 1.97 1.91 -0.06 -2.9% 0.00
Volume 3,417 2,445 -972 -28.4% 18,112
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.64 86.11 83.90
R3 85.48 84.95 83.58
R2 84.32 84.32 83.47
R1 83.79 83.79 83.37 83.84
PP 83.16 83.16 83.16 83.19
S1 82.63 82.63 83.15 82.68
S2 82.00 82.00 83.05
S3 80.84 81.47 82.94
S4 79.68 80.31 82.62
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 84.14 80.86 3.28 3.9% 1.58 1.9% 73% False False 3,078
10 84.50 80.32 4.18 5.0% 1.80 2.2% 70% False False 3,738
20 85.24 79.09 6.15 7.4% 1.78 2.1% 68% False False 3,449
40 85.24 70.06 15.18 18.2% 1.60 1.9% 87% False False 3,013
60 85.24 70.06 15.18 18.2% 1.56 1.9% 87% False False 3,072
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.62
2.618 86.73
1.618 85.57
1.000 84.85
0.618 84.41
HIGH 83.69
0.618 83.25
0.500 83.11
0.382 82.97
LOW 82.53
0.618 81.81
1.000 81.37
1.618 80.65
2.618 79.49
4.250 77.60
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 83.21 83.18
PP 83.16 83.09
S1 83.11 83.01

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

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