NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 83.23 83.28 0.05 0.1% 79.85
High 83.70 83.62 -0.08 -0.1% 84.20
Low 82.86 80.30 -2.56 -3.1% 79.85
Close 83.07 81.00 -2.07 -2.5% 81.00
Range 0.84 3.32 2.48 295.2% 4.35
ATR 2.05 2.14 0.09 4.4% 0.00
Volume 18,889 12,623 -6,266 -33.2% 73,797
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.60 89.62 82.83
R3 88.28 86.30 81.91
R2 84.96 84.96 81.61
R1 82.98 82.98 81.30 82.31
PP 81.64 81.64 81.64 81.31
S1 79.66 79.66 80.70 78.99
S2 78.32 78.32 80.39
S3 75.00 76.34 80.09
S4 71.68 73.02 79.17
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 94.73 92.22 83.39
R3 90.38 87.87 82.20
R2 86.03 86.03 81.80
R1 83.52 83.52 81.40 84.78
PP 81.68 81.68 81.68 82.31
S1 79.17 79.17 80.60 80.43
S2 77.33 77.33 80.20
S3 72.98 74.82 79.80
S4 68.63 70.47 78.61
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 5.4% 2.07 2.6% 26% False False 14,759
10 84.85 79.85 5.00 6.2% 2.35 2.9% 23% False False 14,735
20 84.85 75.63 9.22 11.4% 2.06 2.5% 58% False False 15,019
40 84.85 69.40 15.45 19.1% 2.00 2.5% 75% False False 13,217
60 84.85 69.40 15.45 19.1% 1.98 2.4% 75% False False 12,005
80 84.85 69.40 15.45 19.1% 1.92 2.4% 75% False False 11,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 97.73
2.618 92.31
1.618 88.99
1.000 86.94
0.618 85.67
HIGH 83.62
0.618 82.35
0.500 81.96
0.382 81.57
LOW 80.30
0.618 78.25
1.000 76.98
1.618 74.93
2.618 71.61
4.250 66.19
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 81.96 82.25
PP 81.64 81.83
S1 81.32 81.42

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

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