NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 82.47 83.00 0.53 0.6% 82.96
High 83.52 84.08 0.56 0.7% 83.79
Low 82.08 82.65 0.57 0.7% 79.72
Close 83.00 83.46 0.46 0.6% 80.32
Range 1.44 1.43 -0.01 -0.7% 4.07
ATR 2.13 2.08 -0.05 -2.4% 0.00
Volume 13,579 12,902 -677 -5.0% 77,814
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.69 87.00 84.25
R3 86.26 85.57 83.85
R2 84.83 84.83 83.72
R1 84.14 84.14 83.59 84.49
PP 83.40 83.40 83.40 83.57
S1 82.71 82.71 83.33 83.06
S2 81.97 81.97 83.20
S3 80.54 81.28 83.07
S4 79.11 79.85 82.67
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 84.08 79.72 4.36 5.2% 1.95 2.3% 86% True False 15,789
10 84.08 79.72 4.36 5.2% 1.98 2.4% 86% True False 15,075
20 84.85 79.72 5.13 6.1% 2.09 2.5% 73% False False 15,267
40 84.85 69.40 15.45 18.5% 2.02 2.4% 91% False False 14,300
60 84.85 69.40 15.45 18.5% 1.97 2.4% 91% False False 12,894
80 84.85 69.40 15.45 18.5% 1.95 2.3% 91% False False 11,949
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.16
2.618 87.82
1.618 86.39
1.000 85.51
0.618 84.96
HIGH 84.08
0.618 83.53
0.500 83.37
0.382 83.20
LOW 82.65
0.618 81.77
1.000 81.22
1.618 80.34
2.618 78.91
4.250 76.57
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 83.43 83.11
PP 83.40 82.76
S1 83.37 82.41

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

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