NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 69.38 65.86 -3.52 -5.1% 65.60
High 71.12 73.54 2.42 3.4% 72.04
Low 65.83 64.45 -1.38 -2.1% 62.76
Close 66.02 72.79 6.77 10.3% 69.92
Range 5.29 9.09 3.80 71.8% 9.28
ATR 4.98 5.27 0.29 5.9% 0.00
Volume 13,865 8,855 -5,010 -36.1% 74,044
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 97.53 94.25 77.79
R3 88.44 85.16 75.29
R2 79.35 79.35 74.46
R1 76.07 76.07 73.62 77.71
PP 70.26 70.26 70.26 71.08
S1 66.98 66.98 71.96 68.62
S2 61.17 61.17 71.12
S3 52.08 57.89 70.29
S4 42.99 48.80 67.79
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 96.08 92.28 75.02
R3 86.80 83.00 72.47
R2 77.52 77.52 71.62
R1 73.72 73.72 70.77 75.62
PP 68.24 68.24 68.24 69.19
S1 64.44 64.44 69.07 66.34
S2 58.96 58.96 68.22
S3 49.68 55.16 67.37
S4 40.40 45.88 64.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.54 64.45 9.09 12.5% 6.08 8.4% 92% True True 13,655
10 73.54 62.76 10.78 14.8% 5.25 7.2% 93% True False 13,586
20 89.27 62.76 26.51 36.4% 4.91 6.7% 38% False False 11,301
40 111.00 62.76 48.24 66.3% 4.92 6.8% 21% False False 9,082
60 123.30 62.76 60.54 83.2% 4.31 5.9% 17% False False 7,016
80 147.14 62.76 84.38 115.9% 3.83 5.3% 12% False False 5,810
100 148.35 62.76 85.59 117.6% 3.26 4.5% 12% False False 4,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.15
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 112.17
2.618 97.34
1.618 88.25
1.000 82.63
0.618 79.16
HIGH 73.54
0.618 70.07
0.500 69.00
0.382 67.92
LOW 64.45
0.618 58.83
1.000 55.36
1.618 49.74
2.618 40.65
4.250 25.82
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 71.53 71.53
PP 70.26 70.26
S1 69.00 69.00

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

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