NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 82.51 82.85 0.34 0.4% 83.31
High 83.40 83.78 0.38 0.5% 84.14
Low 81.16 82.47 1.31 1.6% 80.14
Close 83.11 83.42 0.31 0.4% 80.73
Range 2.24 1.31 -0.93 -41.5% 4.00
ATR 1.95 1.90 -0.05 -2.3% 0.00
Volume 1,980 1,502 -478 -24.1% 15,587
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.15 86.60 84.14
R3 85.84 85.29 83.78
R2 84.53 84.53 83.66
R1 83.98 83.98 83.54 84.26
PP 83.22 83.22 83.22 83.36
S1 82.67 82.67 83.30 82.95
S2 81.91 81.91 83.18
S3 80.60 81.36 83.06
S4 79.29 80.05 82.70
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 83.78 80.14 3.64 4.4% 1.54 1.9% 90% True False 2,375
10 84.50 80.14 4.36 5.2% 1.54 1.8% 75% False False 2,889
20 85.24 80.14 5.10 6.1% 1.80 2.2% 64% False False 3,348
40 85.24 70.06 15.18 18.2% 1.68 2.0% 88% False False 3,061
60 85.24 70.06 15.18 18.2% 1.58 1.9% 88% False False 3,030
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.35
2.618 87.21
1.618 85.90
1.000 85.09
0.618 84.59
HIGH 83.78
0.618 83.28
0.500 83.13
0.382 82.97
LOW 82.47
0.618 81.66
1.000 81.16
1.618 80.35
2.618 79.04
4.250 76.90
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 83.32 82.93
PP 83.22 82.45
S1 83.13 81.96

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

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