NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 83.80 84.30 0.50 0.6% 83.65
High 83.80 84.45 0.65 0.8% 83.91
Low 83.80 83.80 0.00 0.0% 80.92
Close 83.80 84.30 0.50 0.6% 81.10
Range 0.00 0.65 0.65 2.99
ATR 1.40 1.34 -0.05 -3.8% 0.00
Volume 1,337 1,360 23 1.7% 12,169
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.13 85.87 84.66
R3 85.48 85.22 84.48
R2 84.83 84.83 84.42
R1 84.57 84.57 84.36 84.63
PP 84.18 84.18 84.18 84.21
S1 83.92 83.92 84.24 83.98
S2 83.53 83.53 84.18
S3 82.88 83.27 84.12
S4 82.23 82.62 83.94
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 84.45 80.92 3.53 4.2% 0.44 0.5% 96% True False 1,761
10 84.45 80.92 3.53 4.2% 0.59 0.7% 96% True False 2,160
20 84.75 80.69 4.06 4.8% 0.77 0.9% 89% False False 2,038
40 84.95 70.69 14.26 16.9% 0.77 0.9% 95% False False 1,881
60 84.95 70.69 14.26 16.9% 0.70 0.8% 95% False False 1,683
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 0.06
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.21
2.618 86.15
1.618 85.50
1.000 85.10
0.618 84.85
HIGH 84.45
0.618 84.20
0.500 84.13
0.382 84.05
LOW 83.80
0.618 83.40
1.000 83.15
1.618 82.75
2.618 82.10
4.250 81.04
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 84.24 84.09
PP 84.18 83.87
S1 84.13 83.66

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

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