NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 83.28 82.96 -0.32 -0.4% 79.85
High 83.62 83.61 -0.01 0.0% 84.20
Low 80.30 81.46 1.16 1.4% 79.85
Close 81.00 82.96 1.96 2.4% 81.00
Range 3.32 2.15 -1.17 -35.2% 4.35
ATR 2.14 2.17 0.03 1.6% 0.00
Volume 12,623 14,236 1,613 12.8% 73,797
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.13 88.19 84.14
R3 86.98 86.04 83.55
R2 84.83 84.83 83.35
R1 83.89 83.89 83.16 84.04
PP 82.68 82.68 82.68 82.75
S1 81.74 81.74 82.76 81.89
S2 80.53 80.53 82.57
S3 78.38 79.59 82.37
S4 76.23 77.44 81.78
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 80.18 4.02 4.8% 2.12 2.6% 69% False False 14,650
10 84.20 79.85 4.35 5.2% 2.26 2.7% 71% False False 14,715
20 84.85 76.45 8.40 10.1% 2.09 2.5% 78% False False 15,298
40 84.85 69.40 15.45 18.6% 2.02 2.4% 88% False False 13,250
60 84.85 69.40 15.45 18.6% 1.96 2.4% 88% False False 12,059
80 84.85 69.40 15.45 18.6% 1.92 2.3% 88% False False 11,315
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.75
2.618 89.24
1.618 87.09
1.000 85.76
0.618 84.94
HIGH 83.61
0.618 82.79
0.500 82.54
0.382 82.28
LOW 81.46
0.618 80.13
1.000 79.31
1.618 77.98
2.618 75.83
4.250 72.32
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 82.82 82.64
PP 82.68 82.32
S1 82.54 82.00

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

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