NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 69.77 66.54 -3.23 -4.6% 70.90
High 69.80 67.41 -2.39 -3.4% 76.00
Low 65.72 65.92 0.20 0.3% 65.72
Close 66.15 66.49 0.34 0.5% 66.49
Range 4.08 1.49 -2.59 -63.5% 10.28
ATR 4.88 4.64 -0.24 -5.0% 0.00
Volume 13,527 18,756 5,229 38.7% 75,260
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.08 70.27 67.31
R3 69.59 68.78 66.90
R2 68.10 68.10 66.76
R1 67.29 67.29 66.63 66.95
PP 66.61 66.61 66.61 66.44
S1 65.80 65.80 66.35 65.46
S2 65.12 65.12 66.22
S3 63.63 64.31 66.08
S4 62.14 62.82 65.67
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 100.24 93.65 72.14
R3 89.96 83.37 69.32
R2 79.68 79.68 68.37
R1 73.09 73.09 67.43 71.25
PP 69.40 69.40 69.40 68.48
S1 62.81 62.81 65.55 60.97
S2 59.12 59.12 64.61
S3 48.84 52.53 63.66
S4 38.56 42.25 60.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.00 65.72 10.28 15.5% 4.31 6.5% 7% False False 15,052
10 76.00 64.83 11.17 16.8% 4.30 6.5% 15% False False 15,488
20 87.13 64.83 22.30 33.5% 4.06 6.1% 7% False False 14,549
40 109.98 64.83 45.15 67.9% 4.14 6.2% 4% False False 11,381
60 123.85 64.83 59.02 88.8% 3.57 5.4% 3% False False 8,885
80 133.50 64.83 68.67 103.3% 3.26 4.9% 2% False False 7,603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 73.74
2.618 71.31
1.618 69.82
1.000 68.90
0.618 68.33
HIGH 67.41
0.618 66.84
0.500 66.67
0.382 66.49
LOW 65.92
0.618 65.00
1.000 64.43
1.618 63.51
2.618 62.02
4.250 59.59
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 66.67 69.76
PP 66.61 68.67
S1 66.55 67.58

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

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