NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 59.39 56.74 -2.65 -4.5% 61.80
High 59.96 58.98 -0.98 -1.6% 65.56
Low 55.69 54.72 -0.97 -1.7% 54.67
Close 57.04 54.95 -2.09 -3.7% 57.04
Range 4.27 4.26 -0.01 -0.2% 10.89
ATR 5.33 5.25 -0.08 -1.4% 0.00
Volume 322,685 245,858 -76,827 -23.8% 1,365,107
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.00 66.23 57.29
R3 64.74 61.97 56.12
R2 60.48 60.48 55.73
R1 57.71 57.71 55.34 56.97
PP 56.22 56.22 56.22 55.84
S1 53.45 53.45 54.56 52.71
S2 51.96 51.96 54.17
S3 47.70 49.19 53.78
S4 43.44 44.93 52.61
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 91.76 85.29 63.03
R3 80.87 74.40 60.03
R2 69.98 69.98 59.04
R1 63.51 63.51 58.04 61.30
PP 59.09 59.09 59.09 57.99
S1 52.62 52.62 56.04 50.41
S2 48.20 48.20 55.04
S3 37.31 41.73 54.05
S4 26.42 30.84 51.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.28 54.67 7.61 13.8% 4.30 7.8% 4% False False 274,984
10 71.77 54.67 17.10 31.1% 5.11 9.3% 2% False False 274,106
20 76.04 54.67 21.37 38.9% 5.20 9.5% 1% False False 265,121
40 108.90 54.67 54.23 98.7% 5.56 10.1% 1% False False 209,217
60 121.12 54.67 66.45 120.9% 5.38 9.8% 0% False False 163,594
80 129.58 54.67 74.91 136.3% 5.17 9.4% 0% False False 134,559
100 148.60 54.67 93.93 170.9% 5.07 9.2% 0% False False 115,404
120 148.60 54.67 93.93 170.9% 5.05 9.2% 0% False False 102,475
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.09
2.618 70.13
1.618 65.87
1.000 63.24
0.618 61.61
HIGH 58.98
0.618 57.35
0.500 56.85
0.382 56.35
LOW 54.72
0.618 52.09
1.000 50.46
1.618 47.83
2.618 43.57
4.250 36.62
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 56.85 57.32
PP 56.22 56.53
S1 55.58 55.74

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

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