NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 82.85 83.80 0.95 1.1% 83.31
High 83.78 84.47 0.69 0.8% 84.14
Low 82.47 83.40 0.93 1.1% 80.14
Close 83.42 83.90 0.48 0.6% 80.73
Range 1.31 1.07 -0.24 -18.3% 4.00
ATR 1.90 1.84 -0.06 -3.1% 0.00
Volume 1,502 2,753 1,251 83.3% 15,587
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.13 86.59 84.49
R3 86.06 85.52 84.19
R2 84.99 84.99 84.10
R1 84.45 84.45 84.00 84.72
PP 83.92 83.92 83.92 84.06
S1 83.38 83.38 83.80 83.65
S2 82.85 82.85 83.70
S3 81.78 82.31 83.61
S4 80.71 81.24 83.31
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 84.47 80.14 4.33 5.2% 1.53 1.8% 87% True False 2,437
10 84.47 80.14 4.33 5.2% 1.55 1.9% 87% True False 2,757
20 85.24 80.14 5.10 6.1% 1.72 2.0% 74% False False 3,277
40 85.24 70.06 15.18 18.1% 1.65 2.0% 91% False False 3,064
60 85.24 70.06 15.18 18.1% 1.56 1.9% 91% False False 3,051
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.02
2.618 87.27
1.618 86.20
1.000 85.54
0.618 85.13
HIGH 84.47
0.618 84.06
0.500 83.94
0.382 83.81
LOW 83.40
0.618 82.74
1.000 82.33
1.618 81.67
2.618 80.60
4.250 78.85
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 83.94 83.54
PP 83.92 83.18
S1 83.91 82.82

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

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