NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 51.20 48.57 -2.63 -5.1% 57.10
High 53.80 51.12 -2.68 -5.0% 59.52
Low 48.52 48.25 -0.27 -0.6% 48.25
Close 49.42 49.93 0.51 1.0% 49.93
Range 5.28 2.87 -2.41 -45.6% 11.27
ATR 4.80 4.66 -0.14 -2.9% 0.00
Volume 219,553 274,669 55,116 25.1% 893,853
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 58.38 57.02 51.51
R3 55.51 54.15 50.72
R2 52.64 52.64 50.46
R1 51.28 51.28 50.19 51.96
PP 49.77 49.77 49.77 50.11
S1 48.41 48.41 49.67 49.09
S2 46.90 46.90 49.40
S3 44.03 45.54 49.14
S4 41.16 42.67 48.35
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.38 79.42 56.13
R3 75.11 68.15 53.03
R2 63.84 63.84 52.00
R1 56.88 56.88 50.96 54.73
PP 52.57 52.57 52.57 51.49
S1 45.61 45.61 48.90 43.46
S2 41.30 41.30 47.86
S3 30.03 34.34 46.83
S4 18.76 23.07 43.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.52 48.25 11.27 22.6% 3.38 6.8% 15% False True 178,770
10 66.39 48.25 18.14 36.3% 4.00 8.0% 9% False True 141,468
20 72.37 48.25 24.12 48.3% 4.68 9.4% 7% False True 102,705
40 105.82 48.25 57.57 115.3% 5.20 10.4% 3% False True 71,969
60 120.82 48.25 72.57 145.3% 5.01 10.0% 2% False True 55,740
80 129.52 48.25 81.27 162.8% 4.77 9.6% 2% False True 43,877
100 148.35 48.25 100.10 200.5% 4.62 9.3% 2% False True 36,140
120 148.35 48.25 100.10 200.5% 4.33 8.7% 2% False True 30,586
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.32
2.618 58.63
1.618 55.76
1.000 53.99
0.618 52.89
HIGH 51.12
0.618 50.02
0.500 49.69
0.382 49.35
LOW 48.25
0.618 46.48
1.000 45.38
1.618 43.61
2.618 40.74
4.250 36.05
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 49.85 52.00
PP 49.77 51.31
S1 49.69 50.62

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

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