NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 65.44 63.95 -1.49 -2.3% 70.90
High 65.80 64.31 -1.49 -2.3% 76.00
Low 63.80 61.00 -2.80 -4.4% 65.72
Close 64.69 61.47 -3.22 -5.0% 66.49
Range 2.00 3.31 1.31 65.5% 10.28
ATR 4.62 4.55 -0.07 -1.4% 0.00
Volume 14,461 13,197 -1,264 -8.7% 75,260
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.19 70.14 63.29
R3 68.88 66.83 62.38
R2 65.57 65.57 62.08
R1 63.52 63.52 61.77 62.89
PP 62.26 62.26 62.26 61.95
S1 60.21 60.21 61.17 59.58
S2 58.95 58.95 60.86
S3 55.64 56.90 60.56
S4 52.33 53.59 59.65
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 70.47 61.00 9.47 15.4% 3.23 5.3% 5% False True 14,104
10 76.00 61.00 15.00 24.4% 4.29 7.0% 3% False True 14,476
20 78.60 61.00 17.60 28.6% 4.08 6.6% 3% False True 14,374
40 109.98 61.00 48.98 79.7% 4.04 6.6% 1% False True 11,763
60 123.85 61.00 62.85 102.2% 3.67 6.0% 1% False True 9,366
80 129.90 61.00 68.90 112.1% 3.31 5.4% 1% False True 7,954
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 0.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.38
2.618 72.98
1.618 69.67
1.000 67.62
0.618 66.36
HIGH 64.31
0.618 63.05
0.500 62.66
0.382 62.26
LOW 61.00
0.618 58.95
1.000 57.69
1.618 55.64
2.618 52.33
4.250 46.93
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 62.66 65.74
PP 62.26 64.31
S1 61.87 62.89

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

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