NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 61.74 58.17 -3.57 -5.8% 69.38
High 62.21 61.86 -0.35 -0.6% 73.54
Low 58.36 57.59 -0.77 -1.3% 62.80
Close 58.84 60.95 2.11 3.6% 63.76
Range 3.85 4.27 0.42 10.9% 10.74
ATR 4.92 4.87 -0.05 -0.9% 0.00
Volume 10,069 13,233 3,164 31.4% 69,231
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.94 71.22 63.30
R3 68.67 66.95 62.12
R2 64.40 64.40 61.73
R1 62.68 62.68 61.34 63.54
PP 60.13 60.13 60.13 60.57
S1 58.41 58.41 60.56 59.27
S2 55.86 55.86 60.17
S3 51.59 54.14 59.78
S4 47.32 49.87 58.60
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 57.59 10.47 17.2% 3.69 6.1% 32% False True 13,945
10 73.54 57.59 15.95 26.2% 4.70 7.7% 21% False True 13,785
20 77.08 57.59 19.49 32.0% 4.65 7.6% 17% False True 13,246
40 111.00 57.59 53.41 87.6% 4.90 8.0% 6% False True 10,496
60 123.30 57.59 65.71 107.8% 4.46 7.3% 5% False True 8,463
80 128.22 57.59 70.63 115.9% 3.93 6.4% 5% False True 6,901
100 148.35 57.59 90.76 148.9% 3.52 5.8% 4% False True 5,807
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 0.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.01
2.618 73.04
1.618 68.77
1.000 66.13
0.618 64.50
HIGH 61.86
0.618 60.23
0.500 59.73
0.382 59.22
LOW 57.59
0.618 54.95
1.000 53.32
1.618 50.68
2.618 46.41
4.250 39.44
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 60.54 60.83
PP 60.13 60.71
S1 59.73 60.59

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

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