NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 66.81 62.54 -4.27 -6.4% 68.42
High 66.84 64.30 -2.54 -3.8% 72.86
Low 61.83 61.80 -0.03 0.0% 61.80
Close 62.36 62.81 0.45 0.7% 62.81
Range 5.01 2.50 -2.51 -50.1% 11.06
ATR 5.39 5.18 -0.21 -3.8% 0.00
Volume 22,130 25,029 2,899 13.1% 112,247
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.47 69.14 64.19
R3 67.97 66.64 63.50
R2 65.47 65.47 63.27
R1 64.14 64.14 63.04 64.81
PP 62.97 62.97 62.97 63.30
S1 61.64 61.64 62.58 62.31
S2 60.47 60.47 62.35
S3 57.97 59.14 62.12
S4 55.47 56.64 61.44
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.00 91.97 68.89
R3 87.94 80.91 65.85
R2 76.88 76.88 64.84
R1 69.85 69.85 63.82 67.84
PP 65.82 65.82 65.82 64.82
S1 58.79 58.79 61.80 56.78
S2 54.76 54.76 60.78
S3 43.70 47.73 59.77
S4 32.64 36.67 56.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.86 61.80 11.06 17.6% 5.35 8.5% 9% False True 22,449
10 72.86 61.80 11.06 17.6% 5.10 8.1% 9% False True 22,764
20 85.78 61.80 23.98 38.2% 4.89 7.8% 4% False True 18,582
40 109.44 61.80 47.64 75.8% 5.07 8.1% 2% False True 14,521
60 123.65 61.80 61.85 98.5% 4.61 7.3% 2% False True 11,225
80 133.55 61.80 71.75 114.2% 4.21 6.7% 1% False True 9,149
100 148.17 61.80 86.37 137.5% 3.72 5.9% 1% False True 7,591
120 148.17 61.80 86.37 137.5% 3.25 5.2% 1% False True 6,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.22
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 74.93
2.618 70.85
1.618 68.35
1.000 66.80
0.618 65.85
HIGH 64.30
0.618 63.35
0.500 63.05
0.382 62.76
LOW 61.80
0.618 60.26
1.000 59.30
1.618 57.76
2.618 55.26
4.250 51.18
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 63.05 66.55
PP 62.97 65.30
S1 62.89 64.06

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

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