NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 83.14 83.59 0.45 0.5% 82.20
High 83.14 83.60 0.46 0.6% 84.73
Low 83.00 83.39 0.39 0.5% 81.01
Close 83.14 83.59 0.45 0.5% 81.69
Range 0.14 0.21 0.07 50.0% 3.72
ATR 1.47 1.40 -0.07 -4.9% 0.00
Volume 3,538 2,272 -1,266 -35.8% 12,289
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.16 84.08 83.71
R3 83.95 83.87 83.65
R2 83.74 83.74 83.63
R1 83.66 83.66 83.61 83.70
PP 83.53 83.53 83.53 83.54
S1 83.45 83.45 83.57 83.49
S2 83.32 83.32 83.55
S3 83.11 83.24 83.53
S4 82.90 83.03 83.47
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.64 91.38 83.74
R3 89.92 87.66 82.71
R2 86.20 86.20 82.37
R1 83.94 83.94 82.03 83.21
PP 82.48 82.48 82.48 82.11
S1 80.22 80.22 81.35 79.49
S2 78.76 78.76 81.01
S3 75.04 76.50 80.67
S4 71.32 72.78 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.91 81.01 2.90 3.5% 0.75 0.9% 89% False False 2,558
10 84.73 80.69 4.04 4.8% 0.87 1.0% 72% False False 2,408
20 84.95 79.94 5.01 6.0% 0.96 1.1% 73% False False 2,146
40 84.95 70.69 14.26 17.1% 0.80 1.0% 90% False False 1,803
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.49
2.618 84.15
1.618 83.94
1.000 83.81
0.618 83.73
HIGH 83.60
0.618 83.52
0.500 83.50
0.382 83.47
LOW 83.39
0.618 83.26
1.000 83.18
1.618 83.05
2.618 82.84
4.250 82.50
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 83.56 83.54
PP 83.53 83.49
S1 83.50 83.44

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

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