NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 81.63 81.82 0.19 0.2% 82.51
High 81.92 83.66 1.74 2.1% 84.47
Low 81.25 81.69 0.44 0.5% 81.16
Close 81.63 81.82 0.19 0.2% 81.63
Range 0.67 1.97 1.30 194.0% 3.31
ATR 1.78 1.80 0.02 1.0% 0.00
Volume 1,534 3,023 1,489 97.1% 9,244
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.30 87.03 82.90
R3 86.33 85.06 82.36
R2 84.36 84.36 82.18
R1 83.09 83.09 82.00 82.81
PP 82.39 82.39 82.39 82.25
S1 81.12 81.12 81.64 80.84
S2 80.42 80.42 81.46
S3 78.45 79.15 81.28
S4 76.48 77.18 80.74
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 81.25 3.22 3.9% 1.37 1.7% 18% False False 2,057
10 84.47 80.14 4.33 5.3% 1.55 1.9% 39% False False 2,407
20 84.50 80.14 4.36 5.3% 1.65 2.0% 39% False False 3,092
40 85.24 70.45 14.79 18.1% 1.66 2.0% 77% False False 2,978
60 85.24 70.06 15.18 18.6% 1.59 1.9% 77% False False 3,041
80 85.24 70.06 15.18 18.6% 1.58 1.9% 77% False False 2,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.03
2.618 88.82
1.618 86.85
1.000 85.63
0.618 84.88
HIGH 83.66
0.618 82.91
0.500 82.68
0.382 82.44
LOW 81.69
0.618 80.47
1.000 79.72
1.618 78.50
2.618 76.53
4.250 73.32
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 82.68 82.46
PP 82.39 82.24
S1 82.11 82.03

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

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