NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 55.43 55.08 -0.35 -0.6% 63.20
High 56.46 55.75 -0.71 -1.3% 66.39
Low 54.35 53.36 -0.99 -1.8% 55.54
Close 54.76 54.10 -0.66 -1.2% 57.60
Range 2.11 2.39 0.28 13.3% 10.85
ATR 4.92 4.74 -0.18 -3.7% 0.00
Volume 127,983 156,195 28,212 22.0% 520,828
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.57 60.23 55.41
R3 59.18 57.84 54.76
R2 56.79 56.79 54.54
R1 55.45 55.45 54.32 54.93
PP 54.40 54.40 54.40 54.14
S1 53.06 53.06 53.88 52.54
S2 52.01 52.01 53.66
S3 49.62 50.67 53.44
S4 47.23 48.28 52.79
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 60.65 53.36 7.29 13.5% 3.58 6.6% 10% False True 127,763
10 66.39 53.36 13.03 24.1% 3.98 7.4% 6% False True 107,158
20 72.37 53.36 19.01 35.1% 4.79 8.8% 4% False True 84,930
40 107.36 53.36 54.00 99.8% 5.20 9.6% 1% False True 61,089
60 121.09 53.36 67.73 125.2% 5.02 9.3% 1% False True 47,878
80 129.52 53.36 76.16 140.8% 4.80 8.9% 1% False True 37,850
100 148.35 53.36 94.99 175.6% 4.59 8.5% 1% False True 31,305
120 148.35 53.36 94.99 175.6% 4.32 8.0% 1% False True 26,492
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.91
2.618 62.01
1.618 59.62
1.000 58.14
0.618 57.23
HIGH 55.75
0.618 54.84
0.500 54.56
0.382 54.27
LOW 53.36
0.618 51.88
1.000 50.97
1.618 49.49
2.618 47.10
4.250 43.20
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 54.56 56.44
PP 54.40 55.66
S1 54.25 54.88

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

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