NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 53.01 56.15 3.14 5.9% 58.00
High 57.49 56.41 -1.08 -1.9% 61.11
Low 50.94 53.02 2.08 4.1% 50.49
Close 56.68 53.21 -3.47 -6.1% 52.05
Range 6.55 3.39 -3.16 -48.2% 10.62
ATR 4.41 4.35 -0.05 -1.2% 0.00
Volume 33,124 27,189 -5,935 -17.9% 107,553
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 64.38 62.19 55.07
R3 60.99 58.80 54.14
R2 57.60 57.60 53.83
R1 55.41 55.41 53.52 54.81
PP 54.21 54.21 54.21 53.92
S1 52.02 52.02 52.90 51.42
S2 50.82 50.82 52.59
S3 47.43 48.63 52.28
S4 44.04 45.24 51.35
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 57.49 50.49 7.00 13.2% 3.92 7.4% 39% False False 25,934
10 62.21 50.49 11.72 22.0% 3.65 6.9% 23% False False 20,683
20 73.54 50.49 23.05 43.3% 4.33 8.1% 12% False False 17,548
40 102.30 50.49 51.81 97.4% 4.49 8.4% 5% False False 13,636
60 112.40 50.49 61.91 116.4% 4.48 8.4% 4% False False 11,158
80 123.30 50.49 72.81 136.8% 4.04 7.6% 4% False False 8,950
100 148.35 50.49 97.86 183.9% 3.77 7.1% 3% False False 7,570
120 148.35 50.49 97.86 183.9% 3.20 6.0% 3% False False 6,464
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.82
2.618 65.29
1.618 61.90
1.000 59.80
0.618 58.51
HIGH 56.41
0.618 55.12
0.500 54.72
0.382 54.31
LOW 53.02
0.618 50.92
1.000 49.63
1.618 47.53
2.618 44.14
4.250 38.61
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 54.72 53.99
PP 54.21 53.73
S1 53.71 53.47

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

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