NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 49.89 51.83 1.94 3.9% 57.20
High 52.14 56.44 4.30 8.2% 60.32
Low 49.40 49.87 0.47 1.0% 49.40
Close 50.96 55.62 4.66 9.1% 50.96
Range 2.74 6.57 3.83 139.8% 10.92
ATR 4.46 4.61 0.15 3.4% 0.00
Volume 60,054 73,770 13,716 22.8% 185,405
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.69 71.22 59.23
R3 67.12 64.65 57.43
R2 60.55 60.55 56.82
R1 58.08 58.08 56.22 59.32
PP 53.98 53.98 53.98 54.59
S1 51.51 51.51 55.02 52.75
S2 47.41 47.41 54.42
S3 40.84 44.94 53.81
S4 34.27 38.37 52.01
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 57.20 49.40 7.80 14.0% 3.72 6.7% 80% False False 45,634
10 63.57 49.40 14.17 25.5% 3.90 7.0% 44% False False 36,912
20 72.86 49.40 23.46 42.2% 4.59 8.3% 27% False False 29,995
40 102.17 49.40 52.77 94.9% 4.79 8.6% 12% False False 21,716
60 118.20 49.40 68.80 123.7% 4.68 8.4% 9% False False 17,247
80 127.89 49.40 78.49 141.1% 4.39 7.9% 8% False False 13,711
100 148.17 49.40 98.77 177.6% 4.05 7.3% 6% False False 11,399
120 148.17 49.40 98.77 177.6% 3.54 6.4% 6% False False 9,664
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 0.72
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 84.36
2.618 73.64
1.618 67.07
1.000 63.01
0.618 60.50
HIGH 56.44
0.618 53.93
0.500 53.16
0.382 52.38
LOW 49.87
0.618 45.81
1.000 43.30
1.618 39.24
2.618 32.67
4.250 21.95
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 54.80 54.72
PP 53.98 53.82
S1 53.16 52.92

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

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