NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 68.32 65.44 -2.88 -4.2% 70.90
High 70.47 65.80 -4.67 -6.6% 76.00
Low 65.20 63.80 -1.40 -2.1% 65.72
Close 67.57 64.69 -2.88 -4.3% 66.49
Range 5.27 2.00 -3.27 -62.0% 10.28
ATR 4.69 4.62 -0.07 -1.4% 0.00
Volume 10,582 14,461 3,879 36.7% 75,260
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.76 69.73 65.79
R3 68.76 67.73 65.24
R2 66.76 66.76 65.06
R1 65.73 65.73 64.87 65.25
PP 64.76 64.76 64.76 64.52
S1 63.73 63.73 64.51 63.25
S2 62.76 62.76 64.32
S3 60.76 61.73 64.14
S4 58.76 59.73 63.59
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 73.80 63.80 10.00 15.5% 3.32 5.1% 9% False True 15,146
10 76.00 63.80 12.20 18.9% 4.41 6.8% 7% False True 14,645
20 79.12 63.80 15.32 23.7% 4.00 6.2% 6% False True 14,479
40 109.98 63.80 46.18 71.4% 4.08 6.3% 2% False True 11,800
60 123.85 63.80 60.05 92.8% 3.63 5.6% 1% False True 9,189
80 132.50 63.80 68.70 106.2% 3.31 5.1% 1% False True 7,814
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.30
2.618 71.04
1.618 69.04
1.000 67.80
0.618 67.04
HIGH 65.80
0.618 65.04
0.500 64.80
0.382 64.56
LOW 63.80
0.618 62.56
1.000 61.80
1.618 60.56
2.618 58.56
4.250 55.30
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 64.80 67.14
PP 64.76 66.32
S1 64.73 65.51

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

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