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

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

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