NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	60.94	65.00	4.06	6.7%	68.32
High	64.77	65.00	0.23	0.4%	70.47
Low	60.19	61.14	0.95	1.6%	60.19
Close	63.70	62.10	-1.60	-2.5%	62.10
Range	4.58	3.86	-0.72	-15.7%	10.28
ATR	4.56	4.51	-0.05	-1.1%	0.00
Volume	11,923	16,026	4,103	34.4%	66,189

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	74.33	72.07	64.22
R3	70.47	68.21	63.16
R2	66.61	66.61	62.81
R1	64.35	64.35	62.45	63.55
PP	62.75	62.75	62.75	62.35
S1	60.49	60.49	61.75	59.69
S2	58.89	58.89	61.39
S3	55.03	56.63	61.04
S4	51.17	52.77	59.98

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	95.09	88.88	67.75
R3	84.81	78.60	64.93
R2	74.53	74.53	63.98
R1	68.32	68.32	63.04	66.29
PP	64.25	64.25	64.25	63.24
S1	58.04	58.04	61.16	56.01
S2	53.97	53.97	60.22
S3	43.69	47.76	59.27
S4	33.41	37.48	56.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.47	60.19	10.28	16.6%	3.80	6.1%	19%	False	False	13,237
10	76.00	60.19	15.81	25.5%	4.06	6.5%	12%	False	False	14,144
20	78.60	60.19	18.41	29.6%	4.05	6.5%	10%	False	False	14,166
40	109.98	60.19	49.79	80.2%	4.07	6.5%	4%	False	False	12,042
60	121.48	60.19	61.29	98.7%	3.70	6.0%	3%	False	False	9,744
80	129.18	60.19	68.99	111.1%	3.36	5.4%	3%	False	False	8,192

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.41
2.618	75.11
1.618	71.25
1.000	68.86
0.618	67.39
HIGH	65.00
0.618	63.53
0.500	63.07
0.382	62.61
LOW	61.14
0.618	58.75
1.000	57.28
1.618	54.89
2.618	51.03
4.250	44.74

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	63.07	62.60
PP	62.75	62.43
S1	62.42	62.27

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols