NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 62.14 59.00 -3.14 -5.1% 67.37
High 62.28 59.50 -2.78 -4.5% 71.77
Low 58.32 55.50 -2.82 -4.8% 59.97
Close 59.33 56.16 -3.17 -5.3% 61.04
Range 3.96 4.00 0.04 1.0% 11.80
ATR 5.55 5.44 -0.11 -2.0% 0.00
Volume 286,648 258,306 -28,342 -9.9% 1,386,982
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.05 66.61 58.36
R3 65.05 62.61 57.26
R2 61.05 61.05 56.89
R1 58.61 58.61 56.53 57.83
PP 57.05 57.05 57.05 56.67
S1 54.61 54.61 55.79 53.83
S2 53.05 53.05 55.43
S3 49.05 50.61 55.06
S4 45.05 46.61 53.96
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.66 92.15 67.53
R3 87.86 80.35 64.29
R2 76.06 76.06 63.20
R1 68.55 68.55 62.12 66.41
PP 64.26 64.26 64.26 63.19
S1 56.75 56.75 59.96 54.61
S2 52.46 52.46 58.88
S3 40.66 44.95 57.80
S4 28.86 33.15 54.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.56 55.50 10.06 17.9% 4.52 8.1% 7% False True 269,097
10 71.77 55.50 16.27 29.0% 5.52 9.8% 4% False True 276,259
20 76.24 55.50 20.74 36.9% 5.26 9.4% 3% False True 252,235
40 109.74 55.50 54.24 96.6% 5.73 10.2% 1% False True 197,074
60 122.87 55.50 67.37 120.0% 5.46 9.7% 1% False True 152,148
80 130.07 55.50 74.57 132.8% 5.14 9.1% 1% False True 125,961
100 148.60 55.50 93.10 165.8% 5.09 9.1% 1% False True 108,138
120 148.60 55.50 93.10 165.8% 5.05 9.0% 1% False True 96,624
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 1.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.50
2.618 69.97
1.618 65.97
1.000 63.50
0.618 61.97
HIGH 59.50
0.618 57.97
0.500 57.50
0.382 57.03
LOW 55.50
0.618 53.03
1.000 51.50
1.618 49.03
2.618 45.03
4.250 38.50
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 57.50 60.53
PP 57.05 59.07
S1 56.61 57.62

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

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