NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 69.87 66.54 -3.33 -4.8% 66.53
High 71.74 74.05 2.31 3.2% 72.38
Low 66.72 66.01 -0.71 -1.1% 64.07
Close 66.73 73.63 6.90 10.3% 70.56
Range 5.02 8.04 3.02 60.2% 8.31
ATR 4.46 4.72 0.26 5.7% 0.00
Volume 8,490 5,703 -2,787 -32.8% 40,097
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 95.35 92.53 78.05
R3 87.31 84.49 75.84
R2 79.27 79.27 75.10
R1 76.45 76.45 74.37 77.86
PP 71.23 71.23 71.23 71.94
S1 68.41 68.41 72.89 69.82
S2 63.19 63.19 72.16
S3 55.15 60.37 71.42
S4 47.11 52.33 69.21
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 93.93 90.56 75.13
R3 85.62 82.25 72.85
R2 77.31 77.31 72.08
R1 73.94 73.94 71.32 75.63
PP 69.00 69.00 69.00 69.85
S1 65.63 65.63 69.80 67.32
S2 60.69 60.69 69.04
S3 52.38 57.32 68.27
S4 44.07 49.01 65.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.05 66.01 8.04 10.9% 5.55 7.5% 95% True True 7,889
10 74.05 64.07 9.98 13.6% 4.61 6.3% 96% True False 7,195
20 89.50 64.07 25.43 34.5% 4.49 6.1% 38% False False 6,079
40 111.15 64.07 47.08 63.9% 3.87 5.3% 20% False False 4,600
60 123.58 64.07 59.51 80.8% 2.90 3.9% 16% False False 3,560
80 141.00 64.07 76.93 104.5% 2.26 3.1% 12% False False 2,944
100 146.86 64.07 82.79 112.4% 1.81 2.5% 12% False False 2,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 108.22
2.618 95.10
1.618 87.06
1.000 82.09
0.618 79.02
HIGH 74.05
0.618 70.98
0.500 70.03
0.382 69.08
LOW 66.01
0.618 61.04
1.000 57.97
1.618 53.00
2.618 44.96
4.250 31.84
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 72.43 72.43
PP 71.23 71.23
S1 70.03 70.03

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

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