NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 82.96 82.55 -0.41 -0.5% 79.85
High 83.61 83.79 0.18 0.2% 84.20
Low 81.46 81.41 -0.05 -0.1% 79.85
Close 82.96 82.47 -0.49 -0.6% 81.00
Range 2.15 2.38 0.23 10.7% 4.35
ATR 2.17 2.19 0.01 0.7% 0.00
Volume 14,236 10,227 -4,009 -28.2% 73,797
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.70 88.46 83.78
R3 87.32 86.08 83.12
R2 84.94 84.94 82.91
R1 83.70 83.70 82.69 83.13
PP 82.56 82.56 82.56 82.27
S1 81.32 81.32 82.25 80.75
S2 80.18 80.18 82.03
S3 77.80 78.94 81.82
S4 75.42 76.56 81.16
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 80.30 3.90 4.7% 2.00 2.4% 56% False False 13,841
10 84.20 79.85 4.35 5.3% 2.33 2.8% 60% False False 14,144
20 84.85 77.74 7.11 8.6% 2.14 2.6% 67% False False 15,116
40 84.85 69.40 15.45 18.7% 2.03 2.5% 85% False False 13,283
60 84.85 69.40 15.45 18.7% 1.98 2.4% 85% False False 12,139
80 84.85 69.40 15.45 18.7% 1.94 2.3% 85% False False 11,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.91
2.618 90.02
1.618 87.64
1.000 86.17
0.618 85.26
HIGH 83.79
0.618 82.88
0.500 82.60
0.382 82.32
LOW 81.41
0.618 79.94
1.000 79.03
1.618 77.56
2.618 75.18
4.250 71.30
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 82.60 82.33
PP 82.56 82.19
S1 82.51 82.05

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

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