NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	82.96	82.55	-0.41	-0.5%	79.85
High	83.61	83.79	0.18	0.2%	84.20
Low	81.46	81.41	-0.05	-0.1%	79.85
Close	82.96	82.47	-0.49	-0.6%	81.00
Range	2.15	2.38	0.23	10.7%	4.35
ATR	2.17	2.19	0.01	0.7%	0.00
Volume	14,236	10,227	-4,009	-28.2%	73,797

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.70	88.46	83.78
R3	87.32	86.08	83.12
R2	84.94	84.94	82.91
R1	83.70	83.70	82.69	83.13
PP	82.56	82.56	82.56	82.27
S1	81.32	81.32	82.25	80.75
S2	80.18	80.18	82.03
S3	77.80	78.94	81.82
S4	75.42	76.56	81.16

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.73	92.22	83.39
R3	90.38	87.87	82.20
R2	86.03	86.03	81.80
R1	83.52	83.52	81.40	84.78
PP	81.68	81.68	81.68	82.31
S1	79.17	79.17	80.60	80.43
S2	77.33	77.33	80.20
S3	72.98	74.82	79.80
S4	68.63	70.47	78.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.20	80.30	3.90	4.7%	2.00	2.4%	56%	False	False	13,841
10	84.20	79.85	4.35	5.3%	2.33	2.8%	60%	False	False	14,144
20	84.85	77.74	7.11	8.6%	2.14	2.6%	67%	False	False	15,116
40	84.85	69.40	15.45	18.7%	2.03	2.5%	85%	False	False	13,283
60	84.85	69.40	15.45	18.7%	1.98	2.4%	85%	False	False	12,139
80	84.85	69.40	15.45	18.7%	1.94	2.3%	85%	False	False	11,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.91
2.618	90.02
1.618	87.64
1.000	86.17
0.618	85.26
HIGH	83.79
0.618	82.88
0.500	82.60
0.382	82.32
LOW	81.41
0.618	79.94
1.000	79.03
1.618	77.56
2.618	75.18
4.250	71.30

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	82.60	82.33
PP	82.56	82.19
S1	82.51	82.05

Download as Excel Spreadsheet

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

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