NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 62.86 64.50 1.64 2.6% 69.38
High 65.12 68.06 2.94 4.5% 73.54
Low 62.85 62.56 -0.29 -0.5% 62.80
Close 63.76 65.09 1.33 2.1% 63.76
Range 2.27 5.50 3.23 142.3% 10.74
ATR 5.04 5.07 0.03 0.7% 0.00
Volume 17,085 12,080 -5,005 -29.3% 69,231
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 81.74 78.91 68.12
R3 76.24 73.41 66.60
R2 70.74 70.74 66.10
R1 67.91 67.91 65.59 69.33
PP 65.24 65.24 65.24 65.94
S1 62.41 62.41 64.59 63.83
S2 59.74 59.74 64.08
S3 54.24 56.91 63.58
S4 48.74 51.41 62.07
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.92 92.08 69.67
R3 88.18 81.34 66.71
R2 77.44 77.44 65.73
R1 70.60 70.60 64.74 68.65
PP 66.70 66.70 66.70 65.73
S1 59.86 59.86 62.78 57.91
S2 55.96 55.96 61.79
S3 45.22 49.12 60.81
S4 34.48 38.38 57.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.54 62.56 10.98 16.9% 5.23 8.0% 23% False True 13,489
10 73.54 62.56 10.98 16.9% 5.06 7.8% 23% False True 13,759
20 86.05 62.56 23.49 36.1% 4.92 7.6% 11% False True 12,388
40 111.00 62.56 48.44 74.4% 4.97 7.6% 5% False True 9,981
60 123.30 62.56 60.74 93.3% 4.42 6.8% 4% False True 7,868
80 133.67 62.56 71.11 109.2% 3.87 5.9% 4% False True 6,460
100 148.35 62.56 85.79 131.8% 3.42 5.3% 3% False True 5,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.44
2.618 82.46
1.618 76.96
1.000 73.56
0.618 71.46
HIGH 68.06
0.618 65.96
0.500 65.31
0.382 64.66
LOW 62.56
0.618 59.16
1.000 57.06
1.618 53.66
2.618 48.16
4.250 39.19
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 65.31 65.31
PP 65.24 65.24
S1 65.16 65.16

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

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