NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 84.30 82.47 -1.83 -2.2% 83.65
High 84.45 82.67 -1.78 -2.1% 83.91
Low 83.80 82.22 -1.58 -1.9% 80.92
Close 84.30 82.47 -1.83 -2.2% 81.10
Range 0.65 0.45 -0.20 -30.8% 2.99
ATR 1.34 1.39 0.05 3.9% 0.00
Volume 1,360 1,263 -97 -7.1% 12,169
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.80 83.59 82.72
R3 83.35 83.14 82.59
R2 82.90 82.90 82.55
R1 82.69 82.69 82.51 82.70
PP 82.45 82.45 82.45 82.46
S1 82.24 82.24 82.43 82.25
S2 82.00 82.00 82.39
S3 81.55 81.79 82.35
S4 81.10 81.34 82.22
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 4.3% 0.45 0.5% 44% False False 1,722
10 84.45 80.92 3.53 4.3% 0.63 0.8% 44% False False 1,970
20 84.73 80.69 4.04 4.9% 0.77 0.9% 44% False False 2,021
40 84.95 70.69 14.26 17.3% 0.77 0.9% 83% False False 1,820
60 84.95 70.69 14.26 17.3% 0.70 0.9% 83% False False 1,684
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.58
2.618 83.85
1.618 83.40
1.000 83.12
0.618 82.95
HIGH 82.67
0.618 82.50
0.500 82.45
0.382 82.39
LOW 82.22
0.618 81.94
1.000 81.77
1.618 81.49
2.618 81.04
4.250 80.31
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 82.46 83.34
PP 82.45 83.05
S1 82.45 82.76

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

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