NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 83.59 81.74 -1.85 -2.2% 82.20
High 83.60 81.86 -1.74 -2.1% 84.73
Low 83.39 81.47 -1.92 -2.3% 81.01
Close 83.59 81.74 -1.85 -2.2% 81.69
Range 0.21 0.39 0.18 85.7% 3.72
ATR 1.40 1.45 0.05 3.7% 0.00
Volume 2,272 1,457 -815 -35.9% 12,289
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 82.86 82.69 81.95
R3 82.47 82.30 81.85
R2 82.08 82.08 81.81
R1 81.91 81.91 81.78 81.94
PP 81.69 81.69 81.69 81.70
S1 81.52 81.52 81.70 81.55
S2 81.30 81.30 81.67
S3 80.91 81.13 81.63
S4 80.52 80.74 81.53
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% 0.81 1.0% 25% False False 2,218
10 84.73 80.69 4.04 4.9% 0.77 0.9% 26% False False 2,372
20 84.95 80.69 4.26 5.2% 0.91 1.1% 25% False False 2,151
40 84.95 70.69 14.26 17.4% 0.80 1.0% 77% False False 1,810
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.52
2.618 82.88
1.618 82.49
1.000 82.25
0.618 82.10
HIGH 81.86
0.618 81.71
0.500 81.67
0.382 81.62
LOW 81.47
0.618 81.23
1.000 81.08
1.618 80.84
2.618 80.45
4.250 79.81
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 81.72 82.54
PP 81.69 82.27
S1 81.67 82.01

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

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