NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 82.92 83.23 0.31 0.4% 83.68
High 84.20 83.70 -0.50 -0.6% 84.85
Low 82.89 82.86 -0.03 0.0% 79.97
Close 83.88 83.07 -0.81 -1.0% 80.13
Range 1.31 0.84 -0.47 -35.9% 4.88
ATR 2.13 2.05 -0.08 -3.7% 0.00
Volume 13,230 18,889 5,659 42.8% 73,554
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.73 85.24 83.53
R3 84.89 84.40 83.30
R2 84.05 84.05 83.22
R1 83.56 83.56 83.15 83.39
PP 83.21 83.21 83.21 83.12
S1 82.72 82.72 82.99 82.55
S2 82.37 82.37 82.92
S3 81.53 81.88 82.84
S4 80.69 81.04 82.61
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.29 93.09 82.81
R3 91.41 88.21 81.47
R2 86.53 86.53 81.02
R1 83.33 83.33 80.58 82.49
PP 81.65 81.65 81.65 81.23
S1 78.45 78.45 79.68 77.61
S2 76.77 76.77 79.24
S3 71.89 73.57 78.79
S4 67.01 68.69 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.20 79.85 4.35 5.2% 1.99 2.4% 74% False False 14,697
10 84.85 79.85 5.00 6.0% 2.17 2.6% 64% False False 14,756
20 84.85 74.30 10.55 12.7% 1.97 2.4% 83% False False 14,978
40 84.85 69.40 15.45 18.6% 2.00 2.4% 88% False False 13,197
60 84.85 69.40 15.45 18.6% 1.95 2.3% 88% False False 11,924
80 84.85 68.44 16.41 19.8% 1.90 2.3% 89% False False 11,181
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 87.27
2.618 85.90
1.618 85.06
1.000 84.54
0.618 84.22
HIGH 83.70
0.618 83.38
0.500 83.28
0.382 83.18
LOW 82.86
0.618 82.34
1.000 82.02
1.618 81.50
2.618 80.66
4.250 79.29
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 83.28 82.78
PP 83.21 82.48
S1 83.14 82.19

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

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