NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 80.73 82.51 1.78 2.2% 83.31
High 81.21 83.40 2.19 2.7% 84.14
Low 80.14 81.16 1.02 1.3% 80.14
Close 80.73 83.11 2.38 2.9% 80.73
Range 1.07 2.24 1.17 109.3% 4.00
ATR 1.89 1.95 0.06 2.9% 0.00
Volume 3,816 1,980 -1,836 -48.1% 15,587
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.28 88.43 84.34
R3 87.04 86.19 83.73
R2 84.80 84.80 83.52
R1 83.95 83.95 83.32 84.38
PP 82.56 82.56 82.56 82.77
S1 81.71 81.71 82.90 82.14
S2 80.32 80.32 82.70
S3 78.08 79.47 82.49
S4 75.84 77.23 81.88
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.67 91.20 82.93
R3 89.67 87.20 81.83
R2 85.67 85.67 81.46
R1 83.20 83.20 81.10 82.44
PP 81.67 81.67 81.67 81.29
S1 79.20 79.20 80.36 78.44
S2 77.67 77.67 80.00
S3 73.67 75.20 79.63
S4 69.67 71.20 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.14 80.14 4.00 4.8% 1.73 2.1% 74% False False 2,758
10 84.50 80.14 4.36 5.2% 1.70 2.1% 68% False False 3,066
20 85.24 80.14 5.10 6.1% 1.80 2.2% 58% False False 3,452
40 85.24 70.06 15.18 18.3% 1.66 2.0% 86% False False 3,093
60 85.24 70.06 15.18 18.3% 1.56 1.9% 86% False False 3,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.92
2.618 89.26
1.618 87.02
1.000 85.64
0.618 84.78
HIGH 83.40
0.618 82.54
0.500 82.28
0.382 82.02
LOW 81.16
0.618 79.78
1.000 78.92
1.618 77.54
2.618 75.30
4.250 71.64
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 82.83 82.66
PP 82.56 82.22
S1 82.28 81.77

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

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