NYMEX Light Sweet Crude Oil Future August 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 83.47 83.80 0.33 0.4% 83.65
High 83.47 83.80 0.33 0.4% 83.91
Low 82.86 83.80 0.94 1.1% 80.92
Close 83.47 83.80 0.33 0.4% 81.10
Range 0.61 0.00 -0.61 -100.0% 2.99
ATR 1.48 1.40 -0.08 -5.5% 0.00
Volume 1,591 1,337 -254 -16.0% 12,169
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.80 83.80 83.80
R3 83.80 83.80 83.80
R2 83.80 83.80 83.80
R1 83.80 83.80 83.80 83.80
PP 83.80 83.80 83.80 83.80
S1 83.80 83.80 83.80 83.80
S2 83.80 83.80 83.80
S3 83.80 83.80 83.80
S4 83.80 83.80 83.80
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 90.95 89.01 82.74
R3 87.96 86.02 81.92
R2 84.97 84.97 81.65
R1 83.03 83.03 81.37 82.51
PP 81.98 81.98 81.98 81.71
S1 80.04 80.04 80.83 79.52
S2 78.99 78.99 80.55
S3 76.00 77.05 80.28
S4 73.01 74.06 79.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.80 80.92 2.88 3.4% 0.35 0.4% 100% True False 1,943
10 84.73 80.92 3.81 4.5% 0.58 0.7% 76% False False 2,336
20 84.95 80.69 4.26 5.1% 0.82 1.0% 73% False False 2,083
40 84.95 70.69 14.26 17.0% 0.80 1.0% 92% False False 1,890
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 True
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 83.80
2.618 83.80
1.618 83.80
1.000 83.80
0.618 83.80
HIGH 83.80
0.618 83.80
0.500 83.80
0.382 83.80
LOW 83.80
0.618 83.80
1.000 83.80
1.618 83.80
2.618 83.80
4.250 83.80
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 83.80 83.32
PP 83.80 82.84
S1 83.80 82.36

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

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