NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 53.35 56.80 3.45 6.5% 53.01
High 57.40 58.48 1.08 1.9% 58.48
Low 52.78 53.98 1.20 2.3% 50.94
Close 56.92 57.09 0.17 0.3% 57.09
Range 4.62 4.50 -0.12 -2.6% 7.54
ATR 4.37 4.38 0.01 0.2% 0.00
Volume 22,783 26,848 4,065 17.8% 109,944
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.02 68.05 59.57
R3 65.52 63.55 58.33
R2 61.02 61.02 57.92
R1 59.05 59.05 57.50 60.04
PP 56.52 56.52 56.52 57.01
S1 54.55 54.55 56.68 55.54
S2 52.02 52.02 56.27
S3 47.52 50.05 55.85
S4 43.02 45.55 54.62
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 78.12 75.15 61.24
R3 70.58 67.61 59.16
R2 63.04 63.04 58.47
R1 60.07 60.07 57.78 61.56
PP 55.50 55.50 55.50 56.25
S1 52.53 52.53 56.40 54.02
S2 47.96 47.96 55.71
S3 40.42 44.99 55.02
S4 32.88 37.45 52.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.48 50.49 7.99 14.0% 4.32 7.6% 83% True False 27,764
10 61.28 50.49 10.79 18.9% 3.75 6.6% 61% False False 23,316
20 73.54 50.49 23.05 40.4% 4.23 7.4% 29% False False 18,551
40 95.20 50.49 44.71 78.3% 4.41 7.7% 15% False False 14,543
60 111.00 50.49 60.51 106.0% 4.55 8.0% 11% False False 11,794
80 123.30 50.49 72.81 127.5% 4.11 7.2% 9% False False 9,513
100 148.35 50.49 97.86 171.4% 3.85 6.7% 7% False False 8,017
120 148.35 50.49 97.86 171.4% 3.26 5.7% 7% False False 6,865
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 True
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.61
2.618 70.26
1.618 65.76
1.000 62.98
0.618 61.26
HIGH 58.48
0.618 56.76
0.500 56.23
0.382 55.70
LOW 53.98
0.618 51.20
1.000 49.48
1.618 46.70
2.618 42.20
4.250 34.86
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 56.80 56.60
PP 56.52 56.12
S1 56.23 55.63

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

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