NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 55.64 51.03 -4.61 -8.3% 58.00
High 55.67 53.03 -2.64 -4.7% 61.11
Low 50.73 50.49 -0.24 -0.5% 50.49
Close 51.44 52.05 0.61 1.2% 52.05
Range 4.94 2.54 -2.40 -48.6% 10.62
ATR 4.37 4.24 -0.13 -3.0% 0.00
Volume 22,660 28,878 6,218 27.4% 107,553
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 59.48 58.30 53.45
R3 56.94 55.76 52.75
R2 54.40 54.40 52.52
R1 53.22 53.22 52.28 53.81
PP 51.86 51.86 51.86 52.15
S1 50.68 50.68 51.82 51.27
S2 49.32 49.32 51.58
S3 46.78 48.14 51.35
S4 44.24 45.60 50.65
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.41 79.85 57.89
R3 75.79 69.23 54.97
R2 65.17 65.17 54.00
R1 58.61 58.61 53.02 56.58
PP 54.55 54.55 54.55 53.54
S1 47.99 47.99 51.08 45.96
S2 43.93 43.93 50.10
S3 33.31 37.37 49.13
S4 22.69 26.75 46.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.11 50.49 10.62 20.4% 3.09 5.9% 15% False True 21,510
10 68.06 50.49 17.57 33.8% 3.46 6.7% 9% False True 17,586
20 73.54 50.49 23.05 44.3% 4.20 8.1% 7% False True 15,957
40 106.03 50.49 55.54 106.7% 4.63 8.9% 3% False True 12,398
60 119.70 50.49 69.21 133.0% 4.46 8.6% 2% False True 10,251
80 127.94 50.49 77.45 148.8% 4.00 7.7% 2% False True 8,256
100 148.35 50.49 97.86 188.0% 3.67 7.1% 2% False True 6,985
120 148.35 50.49 97.86 188.0% 3.11 6.0% 2% False True 5,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.83
2.618 59.68
1.618 57.14
1.000 55.57
0.618 54.60
HIGH 53.03
0.618 52.06
0.500 51.76
0.382 51.46
LOW 50.49
0.618 48.92
1.000 47.95
1.618 46.38
2.618 43.84
4.250 39.70
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 51.95 53.98
PP 51.86 53.33
S1 51.76 52.69

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

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