NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 54.30 50.65 -3.65 -6.7% 57.10
High 54.66 54.97 0.31 0.6% 59.52
Low 50.52 50.15 -0.37 -0.7% 48.25
Close 50.77 54.44 3.67 7.2% 49.93
Range 4.14 4.82 0.68 16.4% 11.27
ATR 4.75 4.75 0.01 0.1% 0.00
Volume 233,064 228,412 -4,652 -2.0% 893,853
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 67.65 65.86 57.09
R3 62.83 61.04 55.77
R2 58.01 58.01 55.32
R1 56.22 56.22 54.88 57.12
PP 53.19 53.19 53.19 53.63
S1 51.40 51.40 54.00 52.30
S2 48.37 48.37 53.56
S3 43.55 46.58 53.11
S4 38.73 41.76 51.79
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 55.30 48.25 7.05 13.0% 4.72 8.7% 88% False False 233,869
10 60.65 48.25 12.40 22.8% 4.15 7.6% 50% False False 180,816
20 72.37 48.25 24.12 44.3% 4.78 8.8% 26% False False 129,194
40 99.06 48.25 50.81 93.3% 4.93 9.1% 12% False False 86,812
60 111.84 48.25 63.59 116.8% 4.99 9.2% 10% False False 66,317
80 123.22 48.25 74.97 137.7% 4.78 8.8% 8% False False 52,066
100 148.35 48.25 100.10 183.9% 4.72 8.7% 6% False False 42,749
120 148.35 48.25 100.10 183.9% 4.37 8.0% 6% False False 36,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.46
2.618 67.59
1.618 62.77
1.000 59.79
0.618 57.95
HIGH 54.97
0.618 53.13
0.500 52.56
0.382 51.99
LOW 50.15
0.618 47.17
1.000 45.33
1.618 42.35
2.618 37.53
4.250 29.67
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 53.81 53.64
PP 53.19 52.85
S1 52.56 52.05

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

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