NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 51.03 53.01 1.98 3.9% 58.00
High 53.03 57.49 4.46 8.4% 61.11
Low 50.49 50.94 0.45 0.9% 50.49
Close 52.05 56.68 4.63 8.9% 52.05
Range 2.54 6.55 4.01 157.9% 10.62
ATR 4.24 4.41 0.16 3.9% 0.00
Volume 28,878 33,124 4,246 14.7% 107,553
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.69 72.23 60.28
R3 68.14 65.68 58.48
R2 61.59 61.59 57.88
R1 59.13 59.13 57.28 60.36
PP 55.04 55.04 55.04 55.65
S1 52.58 52.58 56.08 53.81
S2 48.49 48.49 55.48
S3 41.94 46.03 54.88
S4 35.39 39.48 53.08
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 57.99 50.49 7.50 13.2% 3.57 6.3% 83% False False 23,312
10 63.58 50.49 13.09 23.1% 3.57 6.3% 47% False False 19,690
20 73.54 50.49 23.05 40.7% 4.31 7.6% 27% False False 16,725
40 102.30 50.49 51.81 91.4% 4.56 8.1% 12% False False 13,129
60 115.30 50.49 64.81 114.3% 4.53 8.0% 10% False False 10,734
80 125.50 50.49 75.01 132.3% 4.04 7.1% 8% False False 8,644
100 148.35 50.49 97.86 172.7% 3.74 6.6% 6% False False 7,308
120 148.35 50.49 97.86 172.7% 3.17 5.6% 6% False False 6,243
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 0.63
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 85.33
2.618 74.64
1.618 68.09
1.000 64.04
0.618 61.54
HIGH 57.49
0.618 54.99
0.500 54.22
0.382 53.44
LOW 50.94
0.618 46.89
1.000 44.39
1.618 40.34
2.618 33.79
4.250 23.10
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 55.86 55.78
PP 55.04 54.89
S1 54.22 53.99

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

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