NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 58.00 57.30 -0.70 -1.2% 64.50
High 61.11 57.99 -3.12 -5.1% 68.06
Low 56.96 56.33 -0.63 -1.1% 57.59
Close 57.15 56.45 -0.70 -1.2% 59.30
Range 4.15 1.66 -2.49 -60.0% 10.47
ATR 4.70 4.48 -0.22 -4.6% 0.00
Volume 24,117 14,079 -10,038 -41.6% 68,312
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.90 60.84 57.36
R3 60.24 59.18 56.91
R2 58.58 58.58 56.75
R1 57.52 57.52 56.60 57.22
PP 56.92 56.92 56.92 56.78
S1 55.86 55.86 56.30 55.56
S2 55.26 55.26 56.15
S3 53.60 54.20 55.99
S4 51.94 52.54 55.54
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 62.21 56.33 5.88 10.4% 3.38 6.0% 2% False True 15,433
10 72.00 56.33 15.67 27.8% 3.65 6.5% 1% False True 15,301
20 73.54 56.33 17.21 30.5% 4.45 7.9% 1% False True 14,444
40 108.15 56.33 51.82 91.8% 4.66 8.2% 0% False True 11,273
60 121.38 56.33 65.05 115.2% 4.50 8.0% 0% False True 9,235
80 128.22 56.33 71.89 127.4% 3.99 7.1% 0% False True 7,448
100 148.35 56.33 92.02 163.0% 3.59 6.4% 0% False True 6,325
120 148.35 56.33 92.02 163.0% 3.06 5.4% 0% False True 5,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.50
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 65.05
2.618 62.34
1.618 60.68
1.000 59.65
0.618 59.02
HIGH 57.99
0.618 57.36
0.500 57.16
0.382 56.96
LOW 56.33
0.618 55.30
1.000 54.67
1.618 53.64
2.618 51.98
4.250 49.28
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 57.16 58.81
PP 56.92 58.02
S1 56.69 57.24

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

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