NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 50.97 54.30 3.33 6.5% 57.10
High 55.30 54.66 -0.64 -1.2% 59.52
Low 48.80 50.52 1.72 3.5% 48.25
Close 54.50 50.77 -3.73 -6.8% 49.93
Range 6.50 4.14 -2.36 -36.3% 11.27
ATR 4.79 4.75 -0.05 -1.0% 0.00
Volume 213,647 233,064 19,417 9.1% 893,853
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 64.40 61.73 53.05
R3 60.26 57.59 51.91
R2 56.12 56.12 51.53
R1 53.45 53.45 51.15 52.72
PP 51.98 51.98 51.98 51.62
S1 49.31 49.31 50.39 48.58
S2 47.84 47.84 50.01
S3 43.70 45.17 49.63
S4 39.56 41.03 48.49
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 55.75 48.25 7.50 14.8% 4.24 8.3% 34% False False 219,425
10 60.65 48.25 12.40 24.4% 4.06 8.0% 20% False False 166,706
20 72.37 48.25 24.12 47.5% 4.81 9.5% 10% False False 119,779
40 102.55 48.25 54.30 107.0% 4.99 9.8% 5% False False 81,781
60 111.84 48.25 63.59 125.3% 4.94 9.7% 4% False False 62,848
80 123.22 48.25 74.97 147.7% 4.76 9.4% 3% False False 49,283
100 148.35 48.25 100.10 197.2% 4.70 9.3% 3% False False 40,512
120 148.35 48.25 100.10 197.2% 4.35 8.6% 3% False False 34,259
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.26
2.618 65.50
1.618 61.36
1.000 58.80
0.618 57.22
HIGH 54.66
0.618 53.08
0.500 52.59
0.382 52.10
LOW 50.52
0.618 47.96
1.000 46.38
1.618 43.82
2.618 39.68
4.250 32.93
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 52.59 51.78
PP 51.98 51.44
S1 51.38 51.11

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

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