NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 63.47 61.74 -1.73 -2.7% 69.38
High 63.58 62.21 -1.37 -2.2% 73.54
Low 61.03 58.36 -2.67 -4.4% 62.80
Close 62.05 58.84 -3.21 -5.2% 63.76
Range 2.55 3.85 1.30 51.0% 10.74
ATR 5.00 4.92 -0.08 -1.6% 0.00
Volume 17,262 10,069 -7,193 -41.7% 69,231
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.35 68.95 60.96
R3 67.50 65.10 59.90
R2 63.65 63.65 59.55
R1 61.25 61.25 59.19 60.53
PP 59.80 59.80 59.80 59.44
S1 57.40 57.40 58.49 56.68
S2 55.95 55.95 58.13
S3 52.10 53.55 57.78
S4 48.25 49.70 56.72
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 68.06 58.36 9.70 16.5% 3.79 6.4% 5% False True 14,220
10 73.54 58.36 15.18 25.8% 4.86 8.3% 3% False True 13,922
20 77.08 58.36 18.72 31.8% 4.69 8.0% 3% False True 12,989
40 111.00 58.36 52.64 89.5% 4.91 8.3% 1% False True 10,376
60 123.30 58.36 64.94 110.4% 4.44 7.5% 1% False True 8,269
80 130.50 58.36 72.14 122.6% 3.92 6.7% 1% False True 6,758
100 148.35 58.36 89.99 152.9% 3.48 5.9% 1% False True 5,678
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 0.97
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.57
2.618 72.29
1.618 68.44
1.000 66.06
0.618 64.59
HIGH 62.21
0.618 60.74
0.500 60.29
0.382 59.83
LOW 58.36
0.618 55.98
1.000 54.51
1.618 52.13
2.618 48.28
4.250 42.00
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 60.29 63.21
PP 59.80 61.75
S1 59.32 60.30

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

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