NYMEX Light Sweet Crude Oil Future January 2009


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 55.08 51.20 -3.88 -7.0% 63.20
High 55.75 53.80 -1.95 -3.5% 66.39
Low 53.36 48.52 -4.84 -9.1% 55.54
Close 54.10 49.42 -4.68 -8.7% 57.60
Range 2.39 5.28 2.89 120.9% 10.85
ATR 4.74 4.80 0.06 1.3% 0.00
Volume 156,195 219,553 63,358 40.6% 520,828
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 66.42 63.20 52.32
R3 61.14 57.92 50.87
R2 55.86 55.86 50.39
R1 52.64 52.64 49.90 51.61
PP 50.58 50.58 50.58 50.07
S1 47.36 47.36 48.94 46.33
S2 45.30 45.30 48.45
S3 40.02 42.08 47.97
S4 34.74 36.80 46.52
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 48.52 12.13 24.5% 3.66 7.4% 7% False True 151,043
10 66.39 48.52 17.87 36.2% 3.99 8.1% 5% False True 122,788
20 72.37 48.52 23.85 48.3% 4.87 9.9% 4% False True 92,239
40 107.05 48.52 58.53 118.4% 5.21 10.5% 2% False True 65,939
60 121.09 48.52 72.57 146.8% 5.06 10.2% 1% False True 51,373
80 129.52 48.52 81.00 163.9% 4.79 9.7% 1% False True 40,521
100 148.35 48.52 99.83 202.0% 4.61 9.3% 1% False True 33,464
120 148.35 48.52 99.83 202.0% 4.35 8.8% 1% False True 28,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.19
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 76.24
2.618 67.62
1.618 62.34
1.000 59.08
0.618 57.06
HIGH 53.80
0.618 51.78
0.500 51.16
0.382 50.54
LOW 48.52
0.618 45.26
1.000 43.24
1.618 39.98
2.618 34.70
4.250 26.08
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 51.16 52.49
PP 50.58 51.47
S1 50.00 50.44

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

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