NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 70.90 67.75 -3.15 -4.4% 67.10
High 70.90 76.00 5.10 7.2% 73.44
Low 67.92 66.73 -1.19 -1.8% 64.83
Close 68.11 75.25 7.14 10.5% 71.73
Range 2.98 9.27 6.29 211.1% 8.61
ATR 4.53 4.87 0.34 7.5% 0.00
Volume 9,288 15,283 5,995 64.5% 79,623
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 100.47 97.13 80.35
R3 91.20 87.86 77.80
R2 81.93 81.93 76.95
R1 78.59 78.59 76.10 80.26
PP 72.66 72.66 72.66 73.50
S1 69.32 69.32 74.40 70.99
S2 63.39 63.39 73.55
S3 54.12 60.05 72.70
S4 44.85 50.78 70.15
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 12.3% 5.50 7.3% 92% True True 14,145
10 76.00 64.83 11.17 14.8% 4.46 5.9% 93% True False 14,237
20 90.16 64.83 25.33 33.7% 4.20 5.6% 41% False False 13,307
40 109.98 64.83 45.15 60.0% 4.03 5.4% 23% False False 10,617
60 123.85 64.83 59.02 78.4% 3.48 4.6% 18% False False 8,228
80 146.84 64.83 82.01 109.0% 3.35 4.5% 13% False False 7,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 115.40
2.618 100.27
1.618 91.00
1.000 85.27
0.618 81.73
HIGH 76.00
0.618 72.46
0.500 71.37
0.382 70.27
LOW 66.73
0.618 61.00
1.000 57.46
1.618 51.73
2.618 42.46
4.250 27.33
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 73.96 73.96
PP 72.66 72.66
S1 71.37 71.37

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

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