NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 58.17 61.15 2.98 5.1% 64.50
High 61.86 61.28 -0.58 -0.9% 68.06
Low 57.59 58.29 0.70 1.2% 57.59
Close 60.95 59.30 -1.65 -2.7% 59.30
Range 4.27 2.99 -1.28 -30.0% 10.47
ATR 4.87 4.74 -0.13 -2.8% 0.00
Volume 13,233 15,668 2,435 18.4% 68,312
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.59 66.94 60.94
R3 65.60 63.95 60.12
R2 62.61 62.61 59.85
R1 60.96 60.96 59.57 60.29
PP 59.62 59.62 59.62 59.29
S1 57.97 57.97 59.03 57.30
S2 56.63 56.63 58.75
S3 53.64 54.98 58.48
S4 50.65 51.99 57.66
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 93.06 86.65 65.06
R3 82.59 76.18 62.18
R2 72.12 72.12 61.22
R1 65.71 65.71 60.26 63.68
PP 61.65 61.65 61.65 60.64
S1 55.24 55.24 58.34 53.21
S2 51.18 51.18 57.38
S3 40.71 44.77 56.42
S4 30.24 34.30 53.54
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 17.7% 3.83 6.5% 16% False False 13,662
10 73.54 57.59 15.95 26.9% 4.51 7.6% 11% False False 13,754
20 77.08 57.59 19.49 32.9% 4.61 7.8% 9% False False 13,238
40 111.00 57.59 53.41 90.1% 4.84 8.2% 3% False False 10,690
60 121.90 57.59 64.31 108.4% 4.47 7.5% 3% False False 8,681
80 128.22 57.59 70.63 119.1% 3.95 6.7% 2% False False 7,058
100 148.35 57.59 90.76 153.1% 3.53 6.0% 2% False False 5,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.99
2.618 69.11
1.618 66.12
1.000 64.27
0.618 63.13
HIGH 61.28
0.618 60.14
0.500 59.79
0.382 59.43
LOW 58.29
0.618 56.44
1.000 55.30
1.618 53.45
2.618 50.46
4.250 45.58
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 59.79 59.90
PP 59.62 59.70
S1 59.46 59.50

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

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