NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 61.15 58.00 -3.15 -5.2% 64.50
High 61.28 61.11 -0.17 -0.3% 68.06
Low 58.29 56.96 -1.33 -2.3% 57.59
Close 59.30 57.15 -2.15 -3.6% 59.30
Range 2.99 4.15 1.16 38.8% 10.47
ATR 4.74 4.70 -0.04 -0.9% 0.00
Volume 15,668 24,117 8,449 53.9% 68,312
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.86 68.15 59.43
R3 66.71 64.00 58.29
R2 62.56 62.56 57.91
R1 59.85 59.85 57.53 59.13
PP 58.41 58.41 58.41 58.05
S1 55.70 55.70 56.77 54.98
S2 54.26 54.26 56.39
S3 50.11 51.55 56.01
S4 45.96 47.40 54.87
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 63.58 56.96 6.62 11.6% 3.56 6.2% 3% False True 16,069
10 73.54 56.96 16.58 29.0% 4.40 7.7% 1% False True 14,779
20 77.04 56.96 20.08 35.1% 4.63 8.1% 1% False True 14,016
40 108.99 56.96 52.03 91.0% 4.74 8.3% 0% False True 11,137
60 121.38 56.96 64.42 112.7% 4.49 7.9% 0% False True 9,044
80 128.22 56.96 71.26 124.7% 3.99 7.0% 0% False True 7,313
100 148.35 56.96 91.39 159.9% 3.57 6.3% 0% False True 6,191
120 148.35 56.96 91.39 159.9% 3.04 5.3% 0% False True 5,311
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.75
2.618 71.97
1.618 67.82
1.000 65.26
0.618 63.67
HIGH 61.11
0.618 59.52
0.500 59.04
0.382 58.55
LOW 56.96
0.618 54.40
1.000 52.81
1.618 50.25
2.618 46.10
4.250 39.32
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 59.04 59.41
PP 58.41 58.66
S1 57.78 57.90

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

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