NYMEX Light Sweet Crude Oil Future July 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 71.25 69.78 -1.47 -2.1% 66.50
High 72.11 70.15 -1.96 -2.7% 72.37
Low 71.14 67.04 -4.10 -5.8% 65.44
Close 71.24 67.04 -4.20 -5.9% 72.25
Range 0.97 3.11 2.14 220.6% 6.93
ATR 3.74 3.77 0.03 0.9% 0.00
Volume 3,072 2,695 -377 -12.3% 16,520
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 77.41 75.33 68.75
R3 74.30 72.22 67.90
R2 71.19 71.19 67.61
R1 69.11 69.11 67.33 68.60
PP 68.08 68.08 68.08 67.82
S1 66.00 66.00 66.75 65.49
S2 64.97 64.97 66.47
S3 61.86 62.89 66.18
S4 58.75 59.78 65.33
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.81 88.46 76.06
R3 83.88 81.53 74.16
R2 76.95 76.95 73.52
R1 74.60 74.60 72.89 75.78
PP 70.02 70.02 70.02 70.61
S1 67.67 67.67 71.61 68.85
S2 63.09 63.09 70.98
S3 56.16 60.74 70.34
S4 49.23 53.81 68.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.25 67.04 9.21 13.7% 2.52 3.8% 0% False True 2,832
10 76.25 65.44 10.81 16.1% 2.03 3.0% 15% False False 3,058
20 85.30 65.44 19.86 29.6% 1.90 2.8% 8% False False 2,763
40 110.25 65.44 44.81 66.8% 1.63 2.4% 4% False False 2,112
60 123.73 65.44 58.29 86.9% 1.26 1.9% 3% False False 1,569
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.37
2.618 78.29
1.618 75.18
1.000 73.26
0.618 72.07
HIGH 70.15
0.618 68.96
0.500 68.60
0.382 68.23
LOW 67.04
0.618 65.12
1.000 63.93
1.618 62.01
2.618 58.90
4.250 53.82
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 68.60 71.65
PP 68.08 70.11
S1 67.56 68.58

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

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