NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 82.26 81.24 -1.02 -1.2% 83.47
High 82.26 81.34 -0.92 -1.1% 84.45
Low 82.26 81.18 -1.08 -1.3% 81.47
Close 82.26 81.24 -1.02 -1.2% 82.09
Range 0.00 0.16 0.16 2.98
ATR 1.28 1.27 -0.01 -1.1% 0.00
Volume 3,406 1,255 -2,151 -63.2% 6,723
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 81.73 81.65 81.33
R3 81.57 81.49 81.28
R2 81.41 81.41 81.27
R1 81.33 81.33 81.25 81.32
PP 81.25 81.25 81.25 81.25
S1 81.17 81.17 81.23 81.16
S2 81.09 81.09 81.21
S3 80.93 81.01 81.20
S4 80.77 80.85 81.15
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.61 89.83 83.73
R3 88.63 86.85 82.91
R2 85.65 85.65 82.64
R1 83.87 83.87 82.36 83.27
PP 82.67 82.67 82.67 82.37
S1 80.89 80.89 81.82 80.29
S2 79.69 79.69 81.54
S3 76.71 77.91 81.27
S4 73.73 74.93 80.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 81.18 3.27 4.0% 0.40 0.5% 2% False True 1,691
10 84.45 80.92 3.53 4.3% 0.37 0.5% 9% False False 1,817
20 84.73 80.69 4.04 5.0% 0.63 0.8% 14% False False 2,057
40 84.95 71.93 13.02 16.0% 0.78 1.0% 72% False False 1,875
60 84.95 70.69 14.26 17.6% 0.72 0.9% 74% False False 1,736
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.02
2.618 81.76
1.618 81.60
1.000 81.50
0.618 81.44
HIGH 81.34
0.618 81.28
0.500 81.26
0.382 81.24
LOW 81.18
0.618 81.08
1.000 81.02
1.618 80.92
2.618 80.76
4.250 80.50
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 81.26 81.72
PP 81.25 81.56
S1 81.25 81.40

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

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