NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 81.24 83.36 2.12 2.6% 83.47
High 81.34 83.35 2.01 2.5% 84.45
Low 81.18 81.40 0.22 0.3% 81.47
Close 81.24 83.36 2.12 2.6% 82.09
Range 0.16 1.95 1.79 1,118.8% 2.98
ATR 1.27 1.33 0.06 4.8% 0.00
Volume 1,255 1,963 708 56.4% 6,723
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.55 87.91 84.43
R3 86.60 85.96 83.90
R2 84.65 84.65 83.72
R1 84.01 84.01 83.54 84.34
PP 82.70 82.70 82.70 82.87
S1 82.06 82.06 83.18 82.39
S2 80.75 80.75 83.00
S3 78.80 80.11 82.82
S4 76.85 78.16 82.29
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 83.35 81.18 2.17 2.6% 0.66 0.8% 100% True False 1,811
10 84.45 80.92 3.53 4.2% 0.55 0.7% 69% False False 1,786
20 84.73 80.69 4.04 4.8% 0.71 0.8% 66% False False 2,097
40 84.95 73.35 11.60 13.9% 0.75 0.9% 86% False False 1,893
60 84.95 70.69 14.26 17.1% 0.74 0.9% 89% False False 1,744
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 0.07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 88.46
1.618 86.51
1.000 85.30
0.618 84.56
HIGH 83.35
0.618 82.61
0.500 82.38
0.382 82.14
LOW 81.40
0.618 80.19
1.000 79.45
1.618 78.24
2.618 76.29
4.250 73.11
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 83.03 83.00
PP 82.70 82.63
S1 82.38 82.27

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

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