NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 82.56 83.22 0.66 0.8% 79.85
High 83.46 83.22 -0.24 -0.3% 84.20
Low 82.14 80.52 -1.62 -2.0% 79.85
Close 82.90 80.97 -1.93 -2.3% 81.00
Range 1.32 2.70 1.38 104.5% 4.35
ATR 2.13 2.17 0.04 1.9% 0.00
Volume 15,833 12,417 -3,416 -21.6% 73,797
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.67 88.02 82.46
R3 86.97 85.32 81.71
R2 84.27 84.27 81.47
R1 82.62 82.62 81.22 82.10
PP 81.57 81.57 81.57 81.31
S1 79.92 79.92 80.72 79.40
S2 78.87 78.87 80.48
S3 76.17 77.22 80.23
S4 73.47 74.52 79.49
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 83.79 80.30 3.49 4.3% 2.37 2.9% 19% False False 13,067
10 84.20 79.85 4.35 5.4% 2.18 2.7% 26% False False 13,882
20 84.85 79.85 5.00 6.2% 2.14 2.6% 22% False False 15,107
40 84.85 69.40 15.45 19.1% 2.05 2.5% 75% False False 13,479
60 84.85 69.40 15.45 19.1% 1.96 2.4% 75% False False 12,363
80 84.85 69.40 15.45 19.1% 1.94 2.4% 75% False False 11,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.70
2.618 90.29
1.618 87.59
1.000 85.92
0.618 84.89
HIGH 83.22
0.618 82.19
0.500 81.87
0.382 81.55
LOW 80.52
0.618 78.85
1.000 77.82
1.618 76.15
2.618 73.45
4.250 69.05
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 81.87 82.16
PP 81.57 81.76
S1 81.27 81.37

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

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