NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 67.75 72.10 4.35 6.4% 67.10
High 76.00 73.80 -2.20 -2.9% 73.44
Low 66.73 70.06 3.33 5.0% 64.83
Close 75.25 70.45 -4.80 -6.4% 71.73
Range 9.27 3.74 -5.53 -59.7% 8.61
ATR 4.87 4.89 0.02 0.5% 0.00
Volume 15,283 18,406 3,123 20.4% 79,623
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.66 80.29 72.51
R3 78.92 76.55 71.48
R2 75.18 75.18 71.14
R1 72.81 72.81 70.79 72.13
PP 71.44 71.44 71.44 71.09
S1 69.07 69.07 70.11 68.39
S2 67.70 67.70 69.76
S3 63.96 65.33 69.42
S4 60.22 61.59 68.39
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.83 92.39 76.47
R3 87.22 83.78 74.10
R2 78.61 78.61 73.31
R1 75.17 75.17 72.52 76.89
PP 70.00 70.00 70.00 70.86
S1 66.56 66.56 70.94 68.28
S2 61.39 61.39 70.15
S3 52.78 57.95 69.36
S4 44.17 49.34 66.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.00 66.73 9.27 13.2% 5.35 7.6% 40% False False 14,847
10 76.00 64.83 11.17 15.9% 4.42 6.3% 50% False False 15,131
20 90.00 64.83 25.17 35.7% 4.20 6.0% 22% False False 13,863
40 109.98 64.83 45.15 64.1% 4.05 5.7% 12% False False 10,952
60 123.85 64.83 59.02 83.8% 3.52 5.0% 10% False False 8,478
80 140.00 64.83 75.17 106.7% 3.30 4.7% 7% False False 7,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.70
2.618 83.59
1.618 79.85
1.000 77.54
0.618 76.11
HIGH 73.80
0.618 72.37
0.500 71.93
0.382 71.49
LOW 70.06
0.618 67.75
1.000 66.32
1.618 64.01
2.618 60.27
4.250 54.17
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 71.93 71.37
PP 71.44 71.06
S1 70.94 70.76

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

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