NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 56.15 53.35 -2.80 -5.0% 58.00
High 56.41 57.40 0.99 1.8% 61.11
Low 53.02 52.78 -0.24 -0.5% 50.49
Close 53.21 56.92 3.71 7.0% 52.05
Range 3.39 4.62 1.23 36.3% 10.62
ATR 4.35 4.37 0.02 0.4% 0.00
Volume 27,189 22,783 -4,406 -16.2% 107,553
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.56 67.86 59.46
R3 64.94 63.24 58.19
R2 60.32 60.32 57.77
R1 58.62 58.62 57.34 59.47
PP 55.70 55.70 55.70 56.13
S1 54.00 54.00 56.50 54.85
S2 51.08 51.08 56.07
S3 46.46 49.38 55.65
S4 41.84 44.76 54.38
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 12.3% 4.41 7.7% 92% False False 26,926
10 61.86 50.49 11.37 20.0% 3.73 6.6% 57% False False 21,955
20 73.54 50.49 23.05 40.5% 4.30 7.5% 28% False False 17,938
40 99.29 50.49 48.80 85.7% 4.45 7.8% 13% False False 14,020
60 112.40 50.49 61.91 108.8% 4.53 8.0% 10% False False 11,418
80 123.30 50.49 72.81 127.9% 4.07 7.2% 9% False False 9,213
100 148.35 50.49 97.86 171.9% 3.82 6.7% 7% False False 7,769
120 148.35 50.49 97.86 171.9% 3.23 5.7% 7% False False 6,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.04
2.618 69.50
1.618 64.88
1.000 62.02
0.618 60.26
HIGH 57.40
0.618 55.64
0.500 55.09
0.382 54.54
LOW 52.78
0.618 49.92
1.000 48.16
1.618 45.30
2.618 40.68
4.250 33.15
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 56.31 56.02
PP 55.70 55.12
S1 55.09 54.22

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

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