NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 54.58 49.89 -4.69 -8.6% 57.20
High 54.65 52.14 -2.51 -4.6% 60.32
Low 49.68 49.40 -0.28 -0.6% 49.40
Close 50.41 50.96 0.55 1.1% 50.96
Range 4.97 2.74 -2.23 -44.9% 10.92
ATR 4.60 4.46 -0.13 -2.9% 0.00
Volume 36,637 60,054 23,417 63.9% 185,405
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 59.05 57.75 52.47
R3 56.31 55.01 51.71
R2 53.57 53.57 51.46
R1 52.27 52.27 51.21 52.92
PP 50.83 50.83 50.83 51.16
S1 49.53 49.53 50.71 50.18
S2 48.09 48.09 50.46
S3 45.35 46.79 50.21
S4 42.61 44.05 49.45
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.32 79.56 56.97
R3 75.40 68.64 53.96
R2 64.48 64.48 52.96
R1 57.72 57.72 51.96 55.64
PP 53.56 53.56 53.56 52.52
S1 46.80 46.80 49.96 44.72
S2 42.64 42.64 48.96
S3 31.72 35.88 47.96
S4 20.80 24.96 44.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.32 49.40 10.92 21.4% 3.25 6.4% 14% False True 37,081
10 67.23 49.40 17.83 35.0% 3.85 7.6% 9% False True 31,743
20 72.86 49.40 23.46 46.0% 4.47 8.8% 7% False True 27,254
40 105.77 49.40 56.37 110.6% 4.86 9.5% 3% False True 20,030
60 119.70 49.40 70.30 138.0% 4.61 9.1% 2% False True 16,098
80 129.51 49.40 80.11 157.2% 4.37 8.6% 2% False True 12,826
100 148.17 49.40 98.77 193.8% 3.98 7.8% 2% False True 10,680
120 148.17 49.40 98.77 193.8% 3.50 6.9% 2% False True 9,053
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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.79
2.618 59.31
1.618 56.57
1.000 54.88
0.618 53.83
HIGH 52.14
0.618 51.09
0.500 50.77
0.382 50.45
LOW 49.40
0.618 47.71
1.000 46.66
1.618 44.97
2.618 42.23
4.250 37.76
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 50.90 53.01
PP 50.83 52.32
S1 50.77 51.64

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

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