NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 57.20 56.54 -0.66 -1.2% 64.28
High 60.32 57.20 -3.12 -5.2% 67.23
Low 56.10 55.18 -0.92 -1.6% 56.54
Close 56.28 55.58 -0.70 -1.2% 58.40
Range 4.22 2.02 -2.20 -52.1% 10.69
ATR 4.92 4.72 -0.21 -4.2% 0.00
Volume 31,005 22,796 -8,209 -26.5% 132,030
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 62.05 60.83 56.69
R3 60.03 58.81 56.14
R2 58.01 58.01 55.95
R1 56.79 56.79 55.77 56.39
PP 55.99 55.99 55.99 55.79
S1 54.77 54.77 55.39 54.37
S2 53.97 53.97 55.21
S3 51.95 52.75 55.02
S4 49.93 50.73 54.47
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.79 86.29 64.28
R3 82.10 75.60 61.34
R2 71.41 71.41 60.36
R1 64.91 64.91 59.38 62.82
PP 60.72 60.72 60.72 59.68
S1 54.22 54.22 57.42 52.13
S2 50.03 50.03 56.44
S3 39.34 43.53 55.46
S4 28.65 32.84 52.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.45 55.18 6.27 11.3% 3.80 6.8% 6% False True 27,073
10 71.30 55.18 16.12 29.0% 4.07 7.3% 2% False True 25,781
20 72.86 55.18 17.68 31.8% 4.70 8.5% 2% False True 23,588
40 108.00 55.18 52.82 95.0% 4.89 8.8% 1% False True 17,616
60 121.18 55.18 66.00 118.7% 4.64 8.4% 1% False True 14,036
80 129.51 55.18 74.33 133.7% 4.40 7.9% 1% False True 11,267
100 148.17 55.18 92.99 167.3% 3.90 7.0% 0% False True 9,412
120 148.17 55.18 92.99 167.3% 3.42 6.2% 0% False True 7,974
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 0.74
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 65.79
2.618 62.49
1.618 60.47
1.000 59.22
0.618 58.45
HIGH 57.20
0.618 56.43
0.500 56.19
0.382 55.95
LOW 55.18
0.618 53.93
1.000 53.16
1.618 51.91
2.618 49.89
4.250 46.60
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 56.19 58.32
PP 55.99 57.40
S1 55.78 56.49

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

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