NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 50.65 53.44 2.79 5.5% 50.97
High 54.97 55.98 1.01 1.8% 55.98
Low 50.15 51.12 0.97 1.9% 48.80
Close 54.44 54.43 -0.01 0.0% 54.43
Range 4.82 4.86 0.04 0.8% 7.18
ATR 4.75 4.76 0.01 0.2% 0.00
Volume 228,412 243,439 15,027 6.6% 918,562
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.42 66.29 57.10
R3 63.56 61.43 55.77
R2 58.70 58.70 55.32
R1 56.57 56.57 54.88 57.64
PP 53.84 53.84 53.84 54.38
S1 51.71 51.71 53.98 52.78
S2 48.98 48.98 53.54
S3 44.12 46.85 53.09
S4 39.26 41.99 51.76
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.61 71.70 58.38
R3 67.43 64.52 56.40
R2 60.25 60.25 55.75
R1 57.34 57.34 55.09 58.80
PP 53.07 53.07 53.07 53.80
S1 50.16 50.16 53.77 51.62
S2 45.89 45.89 53.11
S3 38.71 42.98 52.46
S4 31.53 35.80 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.98 48.25 7.73 14.2% 4.64 8.5% 80% True False 238,646
10 60.65 48.25 12.40 22.8% 4.15 7.6% 50% False False 194,845
20 72.37 48.25 24.12 44.3% 4.70 8.6% 26% False False 138,148
40 94.90 48.25 46.65 85.7% 4.89 9.0% 13% False False 92,075
60 111.02 48.25 62.77 115.3% 5.01 9.2% 10% False False 70,162
80 123.22 48.25 74.97 137.7% 4.81 8.8% 8% False False 54,963
100 148.35 48.25 100.10 183.9% 4.74 8.7% 6% False False 45,130
120 148.35 48.25 100.10 183.9% 4.36 8.0% 6% False False 38,141
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.64
2.618 68.70
1.618 63.84
1.000 60.84
0.618 58.98
HIGH 55.98
0.618 54.12
0.500 53.55
0.382 52.98
LOW 51.12
0.618 48.12
1.000 46.26
1.618 43.26
2.618 38.40
4.250 30.47
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 54.14 53.98
PP 53.84 53.52
S1 53.55 53.07

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

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