NYMEX Light Sweet Crude Oil Future January 2009


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 62.95 59.75 -3.20 -5.1% 68.00
High 62.95 60.34 -2.61 -4.1% 72.37
Low 59.18 56.41 -2.77 -4.7% 60.74
Close 60.22 57.03 -3.19 -5.3% 61.87
Range 3.77 3.93 0.16 4.2% 11.63
ATR 5.42 5.31 -0.11 -2.0% 0.00
Volume 109,206 87,311 -21,895 -20.0% 355,085
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.72 67.30 59.19
R3 65.79 63.37 58.11
R2 61.86 61.86 57.75
R1 59.44 59.44 57.39 58.69
PP 57.93 57.93 57.93 57.55
S1 55.51 55.51 56.67 54.76
S2 54.00 54.00 56.31
S3 50.07 51.58 55.95
S4 46.14 47.65 54.87
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.88 92.51 68.27
R3 88.25 80.88 65.07
R2 76.62 76.62 64.00
R1 69.25 69.25 62.94 67.12
PP 64.99 64.99 64.99 63.93
S1 57.62 57.62 60.80 55.49
S2 53.36 53.36 59.74
S3 41.73 45.99 58.67
S4 30.10 34.36 55.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.39 56.41 9.98 17.5% 4.38 7.7% 6% False True 86,554
10 72.37 56.41 15.96 28.0% 5.40 9.5% 4% False True 77,573
20 76.45 56.41 20.04 35.1% 5.16 9.0% 3% False True 62,514
40 109.36 56.41 52.95 92.8% 5.45 9.6% 1% False True 49,575
60 123.22 56.41 66.81 117.1% 5.11 9.0% 1% False True 37,730
80 130.29 56.41 73.88 129.5% 4.78 8.4% 1% False True 30,260
100 148.35 56.41 91.94 161.2% 4.55 8.0% 1% False True 25,045
120 148.35 56.41 91.94 161.2% 4.25 7.5% 1% False True 21,267
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 1.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.04
2.618 70.63
1.618 66.70
1.000 64.27
0.618 62.77
HIGH 60.34
0.618 58.84
0.500 58.38
0.382 57.91
LOW 56.41
0.618 53.98
1.000 52.48
1.618 50.05
2.618 46.12
4.250 39.71
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 58.38 61.40
PP 57.93 59.94
S1 57.48 58.49

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

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