NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 81.50 81.49 -0.01 0.0% 81.82
High 82.97 81.77 -1.20 -1.4% 83.66
Low 80.85 79.03 -1.82 -2.3% 79.03
Close 82.89 81.49 -1.40 -1.7% 81.49
Range 2.12 2.74 0.62 29.2% 4.63
ATR 1.82 1.97 0.15 8.0% 0.00
Volume 4,269 3,906 -363 -8.5% 13,402
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.98 87.98 83.00
R3 86.24 85.24 82.24
R2 83.50 83.50 81.99
R1 82.50 82.50 81.74 82.86
PP 80.76 80.76 80.76 80.95
S1 79.76 79.76 81.24 80.12
S2 78.02 78.02 80.99
S3 75.28 77.02 80.74
S4 72.54 74.28 79.98
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 95.28 93.02 84.04
R3 90.65 88.39 82.76
R2 86.02 86.02 82.34
R1 83.76 83.76 81.91 82.58
PP 81.39 81.39 81.39 80.80
S1 79.13 79.13 81.07 77.95
S2 76.76 76.76 80.64
S3 72.13 74.50 80.22
S4 67.50 69.87 78.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.66 79.03 4.63 5.7% 1.84 2.3% 53% False True 2,987
10 84.47 79.03 5.44 6.7% 1.67 2.0% 45% False True 2,646
20 84.50 79.03 5.47 6.7% 1.75 2.1% 45% False True 3,024
40 85.24 71.85 13.39 16.4% 1.66 2.0% 72% False False 3,105
60 85.24 70.06 15.18 18.6% 1.62 2.0% 75% False False 3,126
80 85.24 70.06 15.18 18.6% 1.62 2.0% 75% False False 2,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 93.42
2.618 88.94
1.618 86.20
1.000 84.51
0.618 83.46
HIGH 81.77
0.618 80.72
0.500 80.40
0.382 80.08
LOW 79.03
0.618 77.34
1.000 76.29
1.618 74.60
2.618 71.86
4.250 67.39
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 81.13 81.33
PP 80.76 81.16
S1 80.40 81.00

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

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