NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 55.63 54.58 -1.05 -1.9% 64.28
High 56.61 54.65 -1.96 -3.5% 67.23
Low 54.30 49.68 -4.62 -8.5% 56.54
Close 54.95 50.41 -4.54 -8.3% 58.40
Range 2.31 4.97 2.66 115.2% 10.69
ATR 4.54 4.60 0.05 1.1% 0.00
Volume 34,913 36,637 1,724 4.9% 132,030
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 66.49 63.42 53.14
R3 61.52 58.45 51.78
R2 56.55 56.55 51.32
R1 53.48 53.48 50.87 52.53
PP 51.58 51.58 51.58 51.11
S1 48.51 48.51 49.95 47.56
S2 46.61 46.61 49.50
S3 41.64 43.54 49.04
S4 36.67 38.57 47.68
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 49.68 11.77 23.3% 3.53 7.0% 6% False True 31,315
10 67.23 49.68 17.55 34.8% 3.83 7.6% 4% False True 28,241
20 72.86 49.68 23.18 46.0% 4.65 9.2% 3% False True 25,220
40 106.59 49.68 56.91 112.9% 4.86 9.6% 1% False True 18,770
60 121.18 49.68 71.50 141.8% 4.64 9.2% 1% False True 15,150
80 129.51 49.68 79.83 158.4% 4.37 8.7% 1% False True 12,117
100 148.17 49.68 98.49 195.4% 3.96 7.8% 1% False True 10,097
120 148.17 49.68 98.49 195.4% 3.48 6.9% 1% False True 8,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 75.77
2.618 67.66
1.618 62.69
1.000 59.62
0.618 57.72
HIGH 54.65
0.618 52.75
0.500 52.17
0.382 51.58
LOW 49.68
0.618 46.61
1.000 44.71
1.618 41.64
2.618 36.67
4.250 28.56
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 52.17 53.44
PP 51.58 52.43
S1 51.00 51.42

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

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