NYMEX Light Sweet Crude Oil Future September 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 83.84 84.18 0.34 0.4% 83.97
High 84.05 84.19 0.14 0.2% 84.39
Low 81.76 84.18 2.42 3.0% 81.02
Close 83.84 84.18 0.34 0.4% 81.48
Range 2.29 0.01 -2.28 -99.6% 3.37
ATR 1.70 1.60 -0.10 -5.7% 0.00
Volume 1,767 1,255 -512 -29.0% 13,031
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.21 84.21 84.19
R3 84.20 84.20 84.18
R2 84.19 84.19 84.18
R1 84.19 84.19 84.18 84.19
PP 84.18 84.18 84.18 84.18
S1 84.18 84.18 84.18 84.18
S2 84.17 84.17 84.18
S3 84.16 84.17 84.18
S4 84.15 84.16 84.17
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.41 90.31 83.33
R3 89.04 86.94 82.41
R2 85.67 85.67 82.10
R1 83.57 83.57 81.79 82.94
PP 82.30 82.30 82.30 81.98
S1 80.20 80.20 81.17 79.57
S2 78.93 78.93 80.86
S3 75.56 76.83 80.55
S4 72.19 73.46 79.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.19 81.02 3.17 3.8% 1.14 1.4% 100% True False 2,246
10 84.81 81.02 3.79 4.5% 1.03 1.2% 83% False False 2,652
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 0.12
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 84.23
2.618 84.22
1.618 84.21
1.000 84.20
0.618 84.20
HIGH 84.19
0.618 84.19
0.500 84.19
0.382 84.18
LOW 84.18
0.618 84.17
1.000 84.17
1.618 84.16
2.618 84.15
4.250 84.14
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 84.19 83.66
PP 84.18 83.13
S1 84.18 82.61

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

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