NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 56.74 55.01 -1.73 -3.0% 61.80
High 58.98 55.98 -3.00 -5.1% 65.56
Low 54.72 53.96 -0.76 -1.4% 54.67
Close 54.95 54.39 -0.56 -1.0% 57.04
Range 4.26 2.02 -2.24 -52.6% 10.89
ATR 5.25 5.02 -0.23 -4.4% 0.00
Volume 245,858 337,536 91,678 37.3% 1,365,107
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 60.84 59.63 55.50
R3 58.82 57.61 54.95
R2 56.80 56.80 54.76
R1 55.59 55.59 54.58 55.19
PP 54.78 54.78 54.78 54.57
S1 53.57 53.57 54.20 53.17
S2 52.76 52.76 54.02
S3 50.74 51.55 53.83
S4 48.72 49.53 53.28
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 59.96 53.96 6.00 11.0% 3.91 7.2% 7% False True 285,161
10 70.46 53.96 16.50 30.3% 4.36 8.0% 3% False True 284,217
20 71.80 53.96 17.84 32.8% 5.02 9.2% 2% False True 270,116
40 108.44 53.96 54.48 100.2% 5.47 10.1% 1% False True 213,560
60 121.12 53.96 67.16 123.5% 5.37 9.9% 1% False True 168,479
80 129.58 53.96 75.62 139.0% 5.17 9.5% 1% False True 138,157
100 148.60 53.96 94.64 174.0% 5.05 9.3% 0% False True 118,422
120 148.60 53.96 94.64 174.0% 5.03 9.2% 0% False True 105,063
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.93
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 64.57
2.618 61.27
1.618 59.25
1.000 58.00
0.618 57.23
HIGH 55.98
0.618 55.21
0.500 54.97
0.382 54.73
LOW 53.96
0.618 52.71
1.000 51.94
1.618 50.69
2.618 48.67
4.250 45.38
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 54.97 56.96
PP 54.78 56.10
S1 54.58 55.25

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

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