NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 54.70 53.10 -1.60 -2.9% 61.80
High 55.34 53.30 -2.04 -3.7% 65.56
Low 52.79 48.50 -4.29 -8.1% 54.67
Close 53.62 49.62 -4.00 -7.5% 57.04
Range 2.55 4.80 2.25 88.2% 10.89
ATR 4.84 4.86 0.02 0.4% 0.00
Volume 189,689 161,384 -28,305 -14.9% 1,365,107
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 64.87 62.05 52.26
R3 60.07 57.25 50.94
R2 55.27 55.27 50.50
R1 52.45 52.45 50.06 51.46
PP 50.47 50.47 50.47 49.98
S1 47.65 47.65 49.18 46.66
S2 45.67 45.67 48.74
S3 40.87 42.85 48.30
S4 36.07 38.05 46.98
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 48.50 11.46 23.1% 3.58 7.2% 10% False True 251,430
10 65.56 48.50 17.06 34.4% 4.02 8.1% 7% False True 259,159
20 71.77 48.50 23.27 46.9% 4.93 9.9% 5% False True 262,405
40 107.30 48.50 58.80 118.5% 5.41 10.9% 2% False True 215,554
60 121.12 48.50 72.62 146.4% 5.35 10.8% 2% False True 173,201
80 129.58 48.50 81.08 163.4% 5.12 10.3% 1% False True 141,509
100 148.60 48.50 100.10 201.7% 5.05 10.2% 1% False True 121,222
120 148.60 48.50 100.10 201.7% 5.03 10.1% 1% False True 107,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.70
2.618 65.87
1.618 61.07
1.000 58.10
0.618 56.27
HIGH 53.30
0.618 51.47
0.500 50.90
0.382 50.33
LOW 48.50
0.618 45.53
1.000 43.70
1.618 40.73
2.618 35.93
4.250 28.10
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 50.90 52.24
PP 50.47 51.37
S1 50.05 50.49

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

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