NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 82.04 81.63 -0.41 -0.5% 82.51
High 83.62 81.92 -1.70 -2.0% 84.47
Low 81.80 81.25 -0.55 -0.7% 81.16
Close 82.04 81.63 -0.41 -0.5% 81.63
Range 1.82 0.67 -1.15 -63.2% 3.31
ATR 1.86 1.78 -0.08 -4.1% 0.00
Volume 1,475 1,534 59 4.0% 9,244
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.61 83.29 82.00
R3 82.94 82.62 81.81
R2 82.27 82.27 81.75
R1 81.95 81.95 81.69 81.97
PP 81.60 81.60 81.60 81.61
S1 81.28 81.28 81.57 81.30
S2 80.93 80.93 81.51
S3 80.26 80.61 81.45
S4 79.59 79.94 81.26
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.35 90.30 83.45
R3 89.04 86.99 82.54
R2 85.73 85.73 82.24
R1 83.68 83.68 81.93 83.05
PP 82.42 82.42 82.42 82.11
S1 80.37 80.37 81.33 79.74
S2 79.11 79.11 81.02
S3 75.80 77.06 80.72
S4 72.49 73.75 79.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.47 81.16 3.31 4.1% 1.42 1.7% 14% False False 1,848
10 84.47 80.14 4.33 5.3% 1.55 1.9% 34% False False 2,483
20 85.24 80.14 5.10 6.2% 1.71 2.1% 29% False False 3,158
40 85.24 70.45 14.79 18.1% 1.63 2.0% 76% False False 2,956
60 85.24 70.06 15.18 18.6% 1.56 1.9% 76% False False 3,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 84.77
2.618 83.67
1.618 83.00
1.000 82.59
0.618 82.33
HIGH 81.92
0.618 81.66
0.500 81.59
0.382 81.51
LOW 81.25
0.618 80.84
1.000 80.58
1.618 80.17
2.618 79.50
4.250 78.40
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 81.62 82.86
PP 81.60 82.45
S1 81.59 82.04

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

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