NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 83.26 81.37 -1.89 -2.3% 80.50
High 83.69 82.83 -0.86 -1.0% 84.50
Low 82.53 80.89 -1.64 -2.0% 80.44
Close 83.26 81.37 -1.89 -2.3% 81.36
Range 1.16 1.94 0.78 67.2% 4.06
ATR 1.91 1.94 0.03 1.7% 0.00
Volume 2,445 2,134 -311 -12.7% 18,112
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.52 86.38 82.44
R3 85.58 84.44 81.90
R2 83.64 83.64 81.73
R1 82.50 82.50 81.55 82.34
PP 81.70 81.70 81.70 81.62
S1 80.56 80.56 81.19 80.40
S2 79.76 79.76 81.01
S3 77.82 78.62 80.84
S4 75.88 76.68 80.30
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 4.0% 1.84 2.3% 16% False False 2,827
10 84.50 80.32 4.18 5.1% 1.83 2.2% 25% False False 3,403
20 85.24 80.32 4.92 6.0% 1.76 2.2% 21% False False 3,456
40 85.24 70.06 15.18 18.7% 1.62 2.0% 75% False False 3,004
60 85.24 70.06 15.18 18.7% 1.54 1.9% 75% False False 3,045
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 True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.08
2.618 87.91
1.618 85.97
1.000 84.77
0.618 84.03
HIGH 82.83
0.618 82.09
0.500 81.86
0.382 81.63
LOW 80.89
0.618 79.69
1.000 78.95
1.618 77.75
2.618 75.81
4.250 72.65
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 81.86 82.52
PP 81.70 82.13
S1 81.53 81.75

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

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