NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 71.96 67.60 -4.36 -6.1% 65.60
High 72.00 67.60 -4.40 -6.1% 72.04
Low 67.50 62.80 -4.70 -7.0% 62.76
Close 67.77 63.33 -4.44 -6.6% 69.92
Range 4.50 4.80 0.30 6.7% 9.28
ATR 5.27 5.25 -0.02 -0.4% 0.00
Volume 14,818 14,608 -210 -1.4% 74,044
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 78.98 75.95 65.97
R3 74.18 71.15 64.65
R2 69.38 69.38 64.21
R1 66.35 66.35 63.77 65.47
PP 64.58 64.58 64.58 64.13
S1 61.55 61.55 62.89 60.67
S2 59.78 59.78 62.45
S3 54.98 56.75 62.01
S4 50.18 51.95 60.69
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 62.80 10.74 17.0% 5.71 9.0% 5% False True 13,626
10 73.54 62.76 10.78 17.0% 5.34 8.4% 5% False False 14,099
20 86.05 62.76 23.29 36.8% 5.00 7.9% 2% False False 11,802
40 111.00 62.76 48.24 76.2% 4.98 7.9% 1% False False 9,475
60 123.30 62.76 60.54 95.6% 4.37 6.9% 1% False False 7,457
80 133.77 62.76 71.01 112.1% 3.82 6.0% 1% False False 6,153
100 148.35 62.76 85.59 135.1% 3.35 5.3% 1% False False 5,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.00
2.618 80.17
1.618 75.37
1.000 72.40
0.618 70.57
HIGH 67.60
0.618 65.77
0.500 65.20
0.382 64.63
LOW 62.80
0.618 59.83
1.000 58.00
1.618 55.03
2.618 50.23
4.250 42.40
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 65.20 68.17
PP 64.58 66.56
S1 63.95 64.94

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

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