NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 59.00 55.44 -3.56 -6.0% 67.37
High 59.50 59.66 0.16 0.3% 71.77
Low 55.50 54.67 -0.83 -1.5% 59.97
Close 56.16 58.24 2.08 3.7% 61.04
Range 4.00 4.99 0.99 24.8% 11.80
ATR 5.44 5.41 -0.03 -0.6% 0.00
Volume 258,306 261,423 3,117 1.2% 1,386,982
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.49 70.36 60.98
R3 67.50 65.37 59.61
R2 62.51 62.51 59.15
R1 60.38 60.38 58.70 61.45
PP 57.52 57.52 57.52 58.06
S1 55.39 55.39 57.78 56.46
S2 52.53 52.53 57.33
S3 47.54 50.40 56.87
S4 42.55 45.41 55.50
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 54.67 10.89 18.7% 4.45 7.6% 33% False True 266,888
10 71.77 54.67 17.10 29.4% 5.36 9.2% 21% False True 270,860
20 76.24 54.67 21.57 37.0% 5.21 9.0% 17% False True 257,578
40 109.74 54.67 55.07 94.6% 5.69 9.8% 6% False True 200,577
60 122.87 54.67 68.20 117.1% 5.47 9.4% 5% False True 155,903
80 129.58 54.67 74.91 128.6% 5.14 8.8% 5% False True 128,847
100 148.60 54.67 93.93 161.3% 5.09 8.7% 4% False True 110,509
120 148.60 54.67 93.93 161.3% 5.05 8.7% 4% False True 98,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.87
2.618 72.72
1.618 67.73
1.000 64.65
0.618 62.74
HIGH 59.66
0.618 57.75
0.500 57.17
0.382 56.58
LOW 54.67
0.618 51.59
1.000 49.68
1.618 46.60
2.618 41.61
4.250 33.46
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 57.88 58.48
PP 57.52 58.40
S1 57.17 58.32

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

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