NYMEX Light Sweet Crude Oil Future January 2009


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 60.10 57.10 -3.00 -5.0% 63.20
High 60.65 59.52 -1.13 -1.9% 66.39
Low 56.40 55.27 -1.13 -2.0% 55.54
Close 57.60 55.49 -2.11 -3.7% 57.60
Range 4.25 4.25 0.00 0.0% 10.85
ATR 5.21 5.14 -0.07 -1.3% 0.00
Volume 136,035 115,453 -20,582 -15.1% 520,828
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.51 66.75 57.83
R3 65.26 62.50 56.66
R2 61.01 61.01 56.27
R1 58.25 58.25 55.88 57.51
PP 56.76 56.76 56.76 56.39
S1 54.00 54.00 55.10 53.26
S2 52.51 52.51 54.71
S3 48.26 49.75 54.32
S4 44.01 45.50 53.15
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.39 85.85 63.57
R3 81.54 75.00 60.58
R2 70.69 70.69 59.59
R1 64.15 64.15 58.59 62.00
PP 59.84 59.84 59.84 58.77
S1 53.30 53.30 56.61 51.15
S2 48.99 48.99 55.61
S3 38.14 42.45 54.62
S4 27.29 31.60 51.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.95 55.27 7.68 13.8% 4.22 7.6% 3% False True 110,231
10 72.37 55.27 17.10 30.8% 5.00 9.0% 1% False True 91,983
20 76.22 55.27 20.95 37.8% 5.11 9.2% 1% False True 74,480
40 108.84 55.27 53.57 96.5% 5.33 9.6% 0% False True 56,543
60 121.09 55.27 65.82 118.6% 5.05 9.1% 0% False True 43,319
80 129.52 55.27 74.25 133.8% 4.83 8.7% 0% False True 34,420
100 148.35 55.27 93.08 167.7% 4.59 8.3% 0% False True 28,516
120 148.35 55.27 93.08 167.7% 4.33 7.8% 0% False True 24,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Fibonacci Retracements and Extensions
4.250 77.58
2.618 70.65
1.618 66.40
1.000 63.77
0.618 62.15
HIGH 59.52
0.618 57.90
0.500 57.40
0.382 56.89
LOW 55.27
0.618 52.64
1.000 51.02
1.618 48.39
2.618 44.14
4.250 37.21
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 57.40 57.96
PP 56.76 57.14
S1 56.13 56.31

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

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