NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 71.30 66.81 -4.49 -6.3% 65.00
High 71.30 66.84 -4.46 -6.3% 71.45
Low 66.56 61.83 -4.73 -7.1% 62.45
Close 66.84 62.36 -4.48 -6.7% 69.22
Range 4.74 5.01 0.27 5.7% 9.00
ATR 5.42 5.39 -0.03 -0.5% 0.00
Volume 24,829 22,130 -2,699 -10.9% 115,400
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 78.71 75.54 65.12
R3 73.70 70.53 63.74
R2 68.69 68.69 63.28
R1 65.52 65.52 62.82 64.60
PP 63.68 63.68 63.68 63.22
S1 60.51 60.51 61.90 59.59
S2 58.67 58.67 61.44
S3 53.66 55.50 60.98
S4 48.65 50.49 59.60
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.71 90.96 74.17
R3 85.71 81.96 71.70
R2 76.71 76.71 70.87
R1 72.96 72.96 70.05 74.84
PP 67.71 67.71 67.71 68.64
S1 63.96 63.96 68.40 65.84
S2 58.71 58.71 67.57
S3 49.71 54.96 66.75
S4 40.71 45.96 64.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.86 61.83 11.03 17.7% 5.96 9.6% 5% False True 23,498
10 72.86 61.83 11.03 17.7% 5.48 8.8% 5% False True 22,199
20 85.78 61.83 23.95 38.4% 5.11 8.2% 2% False True 17,824
40 109.44 61.83 47.61 76.3% 5.07 8.1% 1% False True 14,118
60 123.65 61.83 61.82 99.1% 4.63 7.4% 1% False True 10,829
80 138.64 61.83 76.81 123.2% 4.24 6.8% 1% False True 8,864
100 148.17 61.83 86.34 138.5% 3.70 5.9% 1% False True 7,346
120 148.17 61.83 86.34 138.5% 3.26 5.2% 1% False True 6,281
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 False
Bear Hook False
Bull Hook False
Stretch 1.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.13
2.618 79.96
1.618 74.95
1.000 71.85
0.618 69.94
HIGH 66.84
0.618 64.93
0.500 64.34
0.382 63.74
LOW 61.83
0.618 58.73
1.000 56.82
1.618 53.72
2.618 48.71
4.250 40.54
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 64.34 67.35
PP 63.68 65.68
S1 63.02 64.02

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

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