NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 66.54 68.32 1.78 2.7% 70.90
High 67.41 70.47 3.06 4.5% 76.00
Low 65.92 65.20 -0.72 -1.1% 65.72
Close 66.49 67.57 1.08 1.6% 66.49
Range 1.49 5.27 3.78 253.7% 10.28
ATR 4.64 4.69 0.04 1.0% 0.00
Volume 18,756 10,582 -8,174 -43.6% 75,260
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 83.56 80.83 70.47
R3 78.29 75.56 69.02
R2 73.02 73.02 68.54
R1 70.29 70.29 68.05 69.02
PP 67.75 67.75 67.75 67.11
S1 65.02 65.02 67.09 63.75
S2 62.48 62.48 66.60
S3 57.21 59.75 66.12
S4 51.94 54.48 64.67
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 65.20 10.80 16.0% 4.77 7.1% 22% False True 15,310
10 76.00 64.83 11.17 16.5% 4.52 6.7% 25% False False 13,966
20 87.13 64.83 22.30 33.0% 4.19 6.2% 12% False False 14,326
40 109.98 64.83 45.15 66.8% 4.11 6.1% 6% False False 11,532
60 123.85 64.83 59.02 87.3% 3.62 5.4% 5% False False 8,972
80 132.79 64.83 67.96 100.6% 3.30 4.9% 4% False False 7,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.87
2.618 84.27
1.618 79.00
1.000 75.74
0.618 73.73
HIGH 70.47
0.618 68.46
0.500 67.84
0.382 67.21
LOW 65.20
0.618 61.94
1.000 59.93
1.618 56.67
2.618 51.40
4.250 42.80
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 67.84 67.84
PP 67.75 67.75
S1 67.66 67.66

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

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