NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 83.00 83.32 0.32 0.4% 82.96
High 84.08 83.43 -0.65 -0.8% 83.79
Low 82.65 81.16 -1.49 -1.8% 79.72
Close 83.46 81.59 -1.87 -2.2% 80.32
Range 1.43 2.27 0.84 58.7% 4.07
ATR 2.08 2.10 0.02 0.7% 0.00
Volume 12,902 13,266 364 2.8% 77,814
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.87 87.50 82.84
R3 86.60 85.23 82.21
R2 84.33 84.33 82.01
R1 82.96 82.96 81.80 82.51
PP 82.06 82.06 82.06 81.84
S1 80.69 80.69 81.38 80.24
S2 79.79 79.79 81.17
S3 77.52 78.42 80.97
S4 75.25 76.15 80.34
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 5.3% 1.87 2.3% 43% False False 15,959
10 84.08 79.72 4.36 5.3% 2.12 2.6% 43% False False 14,513
20 84.85 79.72 5.13 6.3% 2.14 2.6% 36% False False 14,634
40 84.85 69.40 15.45 18.9% 2.00 2.5% 79% False False 14,299
60 84.85 69.40 15.45 18.9% 1.98 2.4% 79% False False 12,985
80 84.85 69.40 15.45 18.9% 1.96 2.4% 79% False False 12,065
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.08
2.618 89.37
1.618 87.10
1.000 85.70
0.618 84.83
HIGH 83.43
0.618 82.56
0.500 82.30
0.382 82.03
LOW 81.16
0.618 79.76
1.000 78.89
1.618 77.49
2.618 75.22
4.250 71.51
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 82.30 82.62
PP 82.06 82.28
S1 81.83 81.93

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

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