NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	80.32	81.02	0.70	0.9%	82.96
High	81.49	83.16	1.67	2.0%	83.79
Low	79.72	80.74	1.02	1.3%	79.72
Close	80.32	82.71	2.39	3.0%	80.32
Range	1.77	2.42	0.65	36.7%	4.07
ATR	2.14	2.19	0.05	2.3%	0.00
Volume	25,101	14,948	-10,153	-40.4%	77,814

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.46	88.51	84.04
R3	87.04	86.09	83.38
R2	84.62	84.62	83.15
R1	83.67	83.67	82.93	84.15
PP	82.20	82.20	82.20	82.44
S1	81.25	81.25	82.49	81.73
S2	79.78	79.78	82.27
S3	77.36	78.83	82.04
S4	74.94	76.41	81.38

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.49	90.97	82.56
R3	89.42	86.90	81.44
R2	85.35	85.35	81.07
R1	82.83	82.83	80.69	82.06
PP	81.28	81.28	81.28	80.89
S1	78.76	78.76	79.95	77.99
S2	77.21	77.21	79.57
S3	73.14	74.69	79.20
S4	69.07	70.62	78.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.79	79.72	4.07	4.9%	2.12	2.6%	73%	False	False	15,705
10	84.20	79.72	4.48	5.4%	2.12	2.6%	67%	False	False	15,178
20	84.85	79.72	5.13	6.2%	2.21	2.7%	58%	False	False	15,203
40	84.85	69.40	15.45	18.7%	2.06	2.5%	86%	False	False	14,154
60	84.85	69.40	15.45	18.7%	1.98	2.4%	86%	False	False	12,656
80	84.85	69.40	15.45	18.7%	1.96	2.4%	86%	False	False	11,802

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.45
2.618	89.50
1.618	87.08
1.000	85.58
0.618	84.66
HIGH	83.16
0.618	82.24
0.500	81.95
0.382	81.66
LOW	80.74
0.618	79.24
1.000	78.32
1.618	76.82
2.618	74.40
4.250	70.46

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	82.46	82.30
PP	82.20	81.88
S1	81.95	81.47

Download as Excel Spreadsheet

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

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