NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 63.95 60.94 -3.01 -4.7% 70.90
High 64.31 64.77 0.46 0.7% 76.00
Low 61.00 60.19 -0.81 -1.3% 65.72
Close 61.47 63.70 2.23 3.6% 66.49
Range 3.31 4.58 1.27 38.4% 10.28
ATR 4.55 4.56 0.00 0.0% 0.00
Volume 13,197 11,923 -1,274 -9.7% 75,260
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 76.63 74.74 66.22
R3 72.05 70.16 64.96
R2 67.47 67.47 64.54
R1 65.58 65.58 64.12 66.53
PP 62.89 62.89 62.89 63.36
S1 61.00 61.00 63.28 61.95
S2 58.31 58.31 62.86
S3 53.73 56.42 62.44
S4 49.15 51.84 61.18
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 60.19 10.28 16.1% 3.33 5.2% 34% False True 13,783
10 76.00 60.19 15.81 24.8% 4.17 6.5% 22% False True 14,463
20 78.60 60.19 18.41 28.9% 4.07 6.4% 19% False True 14,397
40 109.98 60.19 49.79 78.2% 4.05 6.4% 7% False True 11,795
60 123.85 60.19 63.66 99.9% 3.71 5.8% 6% False True 9,515
80 129.18 60.19 68.99 108.3% 3.33 5.2% 5% False True 8,057
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 False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.24
2.618 76.76
1.618 72.18
1.000 69.35
0.618 67.60
HIGH 64.77
0.618 63.02
0.500 62.48
0.382 61.94
LOW 60.19
0.618 57.36
1.000 55.61
1.618 52.78
2.618 48.20
4.250 40.73
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 63.29 63.47
PP 62.89 63.23
S1 62.48 63.00

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

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