NYMEX Light Sweet Crude Oil Future January 2009


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 59.75 56.45 -3.30 -5.5% 68.00
High 60.34 60.45 0.11 0.2% 72.37
Low 56.41 55.54 -0.87 -1.5% 60.74
Close 57.03 59.06 2.03 3.6% 61.87
Range 3.93 4.91 0.98 24.9% 11.63
ATR 5.31 5.28 -0.03 -0.5% 0.00
Volume 87,311 103,153 15,842 18.1% 355,085
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.08 70.98 61.76
R3 68.17 66.07 60.41
R2 63.26 63.26 59.96
R1 61.16 61.16 59.51 62.21
PP 58.35 58.35 58.35 58.88
S1 56.25 56.25 58.61 57.30
S2 53.44 53.44 58.16
S3 48.53 51.34 57.71
S4 43.62 46.43 56.36
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 55.54 10.85 18.4% 4.32 7.3% 32% False True 94,532
10 72.37 55.54 16.83 28.5% 5.25 8.9% 21% False True 81,452
20 76.45 55.54 20.91 35.4% 5.12 8.7% 17% False True 65,995
40 109.36 55.54 53.82 91.1% 5.42 9.2% 7% False True 51,537
60 123.22 55.54 67.68 114.6% 5.13 8.7% 5% False True 39,358
80 129.52 55.54 73.98 125.3% 4.79 8.1% 5% False True 31,494
100 148.35 55.54 92.81 157.1% 4.56 7.7% 4% False True 26,052
120 148.35 55.54 92.81 157.1% 4.28 7.2% 4% False True 22,113
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 1.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.32
2.618 73.30
1.618 68.39
1.000 65.36
0.618 63.48
HIGH 60.45
0.618 58.57
0.500 58.00
0.382 57.42
LOW 55.54
0.618 52.51
1.000 50.63
1.618 47.60
2.618 42.69
4.250 34.67
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 58.71 59.25
PP 58.35 59.18
S1 58.00 59.12

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

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