NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	82.56	83.22	0.66	0.8%	79.85
High	83.46	83.22	-0.24	-0.3%	84.20
Low	82.14	80.52	-1.62	-2.0%	79.85
Close	82.90	80.97	-1.93	-2.3%	81.00
Range	1.32	2.70	1.38	104.5%	4.35
ATR	2.13	2.17	0.04	1.9%	0.00
Volume	15,833	12,417	-3,416	-21.6%	73,797

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.67	88.02	82.46
R3	86.97	85.32	81.71
R2	84.27	84.27	81.47
R1	82.62	82.62	81.22	82.10
PP	81.57	81.57	81.57	81.31
S1	79.92	79.92	80.72	79.40
S2	78.87	78.87	80.48
S3	76.17	77.22	80.23
S4	73.47	74.52	79.49

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	83.79	80.30	3.49	4.3%	2.37	2.9%	19%	False	False	13,067
10	84.20	79.85	4.35	5.4%	2.18	2.7%	26%	False	False	13,882
20	84.85	79.85	5.00	6.2%	2.14	2.6%	22%	False	False	15,107
40	84.85	69.40	15.45	19.1%	2.05	2.5%	75%	False	False	13,479
60	84.85	69.40	15.45	19.1%	1.96	2.4%	75%	False	False	12,363
80	84.85	69.40	15.45	19.1%	1.94	2.4%	75%	False	False	11,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.70
2.618	90.29
1.618	87.59
1.000	85.92
0.618	84.89
HIGH	83.22
0.618	82.19
0.500	81.87
0.382	81.55
LOW	80.52
0.618	78.85
1.000	77.82
1.618	76.15
2.618	73.45
4.250	69.05

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	81.87	82.16
PP	81.57	81.76
S1	81.27	81.37

Download as Excel Spreadsheet

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

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