NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 80.32 81.02 0.70 0.9% 82.96
High 81.49 83.16 1.67 2.0% 83.79
Low 79.72 80.74 1.02 1.3% 79.72
Close 80.32 82.71 2.39 3.0% 80.32
Range 1.77 2.42 0.65 36.7% 4.07
ATR 2.14 2.19 0.05 2.3% 0.00
Volume 25,101 14,948 -10,153 -40.4% 77,814
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.46 88.51 84.04
R3 87.04 86.09 83.38
R2 84.62 84.62 83.15
R1 83.67 83.67 82.93 84.15
PP 82.20 82.20 82.20 82.44
S1 81.25 81.25 82.49 81.73
S2 79.78 79.78 82.27
S3 77.36 78.83 82.04
S4 74.94 76.41 81.38
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 4.9% 2.12 2.6% 73% False False 15,705
10 84.20 79.72 4.48 5.4% 2.12 2.6% 67% False False 15,178
20 84.85 79.72 5.13 6.2% 2.21 2.7% 58% False False 15,203
40 84.85 69.40 15.45 18.7% 2.06 2.5% 86% False False 14,154
60 84.85 69.40 15.45 18.7% 1.98 2.4% 86% False False 12,656
80 84.85 69.40 15.45 18.7% 1.96 2.4% 86% False False 11,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.45
2.618 89.50
1.618 87.08
1.000 85.58
0.618 84.66
HIGH 83.16
0.618 82.24
0.500 81.95
0.382 81.66
LOW 80.74
0.618 79.24
1.000 78.32
1.618 76.82
2.618 74.40
4.250 70.46
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 82.46 82.30
PP 82.20 81.88
S1 81.95 81.47

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

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