NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 83.22 80.32 -2.90 -3.5% 82.96
High 83.22 81.49 -1.73 -2.1% 83.79
Low 80.52 79.72 -0.80 -1.0% 79.72
Close 80.97 80.32 -0.65 -0.8% 80.32
Range 2.70 1.77 -0.93 -34.4% 4.07
ATR 2.17 2.14 -0.03 -1.3% 0.00
Volume 12,417 25,101 12,684 102.2% 77,814
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.82 84.84 81.29
R3 84.05 83.07 80.81
R2 82.28 82.28 80.64
R1 81.30 81.30 80.48 81.21
PP 80.51 80.51 80.51 80.46
S1 79.53 79.53 80.16 79.44
S2 78.74 78.74 80.00
S3 76.97 77.76 79.83
S4 75.20 75.99 79.35
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.49 90.97 82.56
R3 89.42 86.90 81.44
R2 85.35 85.35 81.07
R1 82.83 82.83 80.69 82.06
PP 81.28 81.28 81.28 80.89
S1 78.76 78.76 79.95 77.99
S2 77.21 77.21 79.57
S3 73.14 74.69 79.20
S4 69.07 70.62 78.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.79 79.72 4.07 5.1% 2.06 2.6% 15% False True 15,562
10 84.20 79.72 4.48 5.6% 2.07 2.6% 13% False True 15,161
20 84.85 79.72 5.13 6.4% 2.15 2.7% 12% False True 15,274
40 84.85 69.40 15.45 19.2% 2.08 2.6% 71% False False 13,938
60 84.85 69.40 15.45 19.2% 1.96 2.4% 71% False False 12,561
80 84.85 69.40 15.45 19.2% 1.94 2.4% 71% False False 11,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.01
2.618 86.12
1.618 84.35
1.000 83.26
0.618 82.58
HIGH 81.49
0.618 80.81
0.500 80.61
0.382 80.40
LOW 79.72
0.618 78.63
1.000 77.95
1.618 76.86
2.618 75.09
4.250 72.20
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 80.61 81.59
PP 80.51 81.17
S1 80.42 80.74

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

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