NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 64.28 63.57 -0.71 -1.1% 68.42
High 67.23 63.57 -3.66 -5.4% 72.86
Low 61.20 60.10 -1.10 -1.8% 61.80
Close 64.19 61.12 -3.07 -4.8% 62.81
Range 6.03 3.47 -2.56 -42.5% 11.06
ATR 5.24 5.16 -0.08 -1.6% 0.00
Volume 22,084 28,380 6,296 28.5% 112,247
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.01 70.03 63.03
R3 68.54 66.56 62.07
R2 65.07 65.07 61.76
R1 63.09 63.09 61.44 62.35
PP 61.60 61.60 61.60 61.22
S1 59.62 59.62 60.80 58.88
S2 58.13 58.13 60.48
S3 54.66 56.15 60.17
S4 51.19 52.68 59.21
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 71.30 60.10 11.20 18.3% 4.35 7.1% 9% False True 24,490
10 72.86 60.10 12.76 20.9% 5.31 8.7% 8% False True 24,241
20 80.15 60.10 20.05 32.8% 4.93 8.1% 5% False True 20,010
40 109.44 60.10 49.34 80.7% 5.09 8.3% 2% False True 15,468
60 123.65 60.10 63.55 104.0% 4.67 7.6% 2% False True 12,001
80 133.55 60.10 73.45 120.2% 4.30 7.0% 1% False True 9,711
100 148.17 60.10 88.07 144.1% 3.80 6.2% 1% False True 8,083
120 148.17 60.10 88.07 144.1% 3.29 5.4% 1% False True 6,884
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.32
2.618 72.65
1.618 69.18
1.000 67.04
0.618 65.71
HIGH 63.57
0.618 62.24
0.500 61.84
0.382 61.43
LOW 60.10
0.618 57.96
1.000 56.63
1.618 54.49
2.618 51.02
4.250 45.35
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 61.84 63.67
PP 61.60 62.82
S1 61.36 61.97

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

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