NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 55.62 52.08 -3.54 -6.4% 57.20
High 55.75 56.20 0.45 0.8% 60.32
Low 51.76 51.42 -0.34 -0.7% 49.40
Close 52.01 55.70 3.69 7.1% 50.96
Range 3.99 4.78 0.79 19.8% 10.92
ATR 4.57 4.58 0.02 0.3% 0.00
Volume 53,366 53,053 -313 -0.6% 185,405
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.78 67.02 58.33
R3 64.00 62.24 57.01
R2 59.22 59.22 56.58
R1 57.46 57.46 56.14 58.34
PP 54.44 54.44 54.44 54.88
S1 52.68 52.68 55.26 53.56
S2 49.66 49.66 54.82
S3 44.88 47.90 54.39
S4 40.10 43.12 53.07
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 56.44 49.40 7.04 12.6% 4.61 8.3% 89% False False 55,376
10 61.45 49.40 12.05 21.6% 4.05 7.3% 52% False False 42,258
20 72.86 49.40 23.46 42.1% 4.61 8.3% 27% False False 33,430
40 99.55 49.40 50.15 90.0% 4.67 8.4% 13% False False 23,853
60 112.15 49.40 62.75 112.7% 4.61 8.3% 10% False False 18,797
80 123.65 49.40 74.25 133.3% 4.39 7.9% 8% False False 14,963
100 148.17 49.40 98.77 177.3% 4.12 7.4% 6% False False 12,438
120 148.17 49.40 98.77 177.3% 3.61 6.5% 6% False False 10,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.52
2.618 68.71
1.618 63.93
1.000 60.98
0.618 59.15
HIGH 56.20
0.618 54.37
0.500 53.81
0.382 53.25
LOW 51.42
0.618 48.47
1.000 46.64
1.618 43.69
2.618 38.91
4.250 31.11
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 55.07 54.85
PP 54.44 54.00
S1 53.81 53.16

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

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