NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 56.80 55.64 -1.16 -2.0% 64.50
High 57.46 55.67 -1.79 -3.1% 68.06
Low 55.28 50.73 -4.55 -8.2% 57.59
Close 55.88 51.44 -4.44 -7.9% 59.30
Range 2.18 4.94 2.76 126.6% 10.47
ATR 4.31 4.37 0.06 1.4% 0.00
Volume 17,819 22,660 4,841 27.2% 68,312
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 67.43 64.38 54.16
R3 62.49 59.44 52.80
R2 57.55 57.55 52.35
R1 54.50 54.50 51.89 53.56
PP 52.61 52.61 52.61 52.14
S1 49.56 49.56 50.99 48.62
S2 47.67 47.67 50.53
S3 42.73 44.62 50.08
S4 37.79 39.68 48.72
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 61.28 50.73 10.55 20.5% 3.18 6.2% 7% False True 18,868
10 68.06 50.73 17.33 33.7% 3.44 6.7% 4% False True 16,407
20 73.54 50.73 22.81 44.3% 4.39 8.5% 3% False True 15,253
40 106.89 50.73 56.16 109.2% 4.63 9.0% 1% False True 11,894
60 121.38 50.73 70.65 137.3% 4.50 8.7% 1% False True 9,843
80 128.00 50.73 77.27 150.2% 4.00 7.8% 1% False True 7,921
100 148.35 50.73 97.62 189.8% 3.65 7.1% 1% False True 6,703
120 148.35 50.73 97.62 189.8% 3.10 6.0% 1% False True 5,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 76.67
2.618 68.60
1.618 63.66
1.000 60.61
0.618 58.72
HIGH 55.67
0.618 53.78
0.500 53.20
0.382 52.62
LOW 50.73
0.618 47.68
1.000 45.79
1.618 42.74
2.618 37.80
4.250 29.74
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 53.20 54.36
PP 52.61 53.39
S1 52.03 52.41

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

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