NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 72.10 69.77 -2.33 -3.2% 67.10
High 73.80 69.80 -4.00 -5.4% 73.44
Low 70.06 65.72 -4.34 -6.2% 64.83
Close 70.45 66.15 -4.30 -6.1% 71.73
Range 3.74 4.08 0.34 9.1% 8.61
ATR 4.89 4.88 -0.01 -0.2% 0.00
Volume 18,406 13,527 -4,879 -26.5% 79,623
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 79.46 76.89 68.39
R3 75.38 72.81 67.27
R2 71.30 71.30 66.90
R1 68.73 68.73 66.52 67.98
PP 67.22 67.22 67.22 66.85
S1 64.65 64.65 65.78 63.90
S2 63.14 63.14 65.40
S3 59.06 60.57 65.03
S4 54.98 56.49 63.91
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.83 92.39 76.47
R3 87.22 83.78 74.10
R2 78.61 78.61 73.31
R1 75.17 75.17 72.52 76.89
PP 70.00 70.00 70.00 70.86
S1 66.56 66.56 70.94 68.28
S2 61.39 61.39 70.15
S3 52.78 57.95 69.36
S4 44.17 49.34 66.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.00 65.72 10.28 15.5% 5.01 7.6% 4% False True 15,143
10 76.00 64.83 11.17 16.9% 4.54 6.9% 12% False False 14,906
20 87.13 64.83 22.30 33.7% 4.21 6.4% 6% False False 13,916
40 109.98 64.83 45.15 68.3% 4.11 6.2% 3% False False 11,140
60 123.85 64.83 59.02 89.2% 3.56 5.4% 2% False False 8,677
80 137.93 64.83 73.10 110.5% 3.30 5.0% 2% False False 7,428
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.14
2.618 80.48
1.618 76.40
1.000 73.88
0.618 72.32
HIGH 69.80
0.618 68.24
0.500 67.76
0.382 67.28
LOW 65.72
0.618 63.20
1.000 61.64
1.618 59.12
2.618 55.04
4.250 48.38
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 67.76 70.86
PP 67.22 69.29
S1 66.69 67.72

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

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