NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 66.54 72.74 6.20 9.3% 66.53
High 74.05 72.78 -1.27 -1.7% 72.38
Low 66.01 68.49 2.48 3.8% 64.07
Close 73.63 68.69 -4.94 -6.7% 70.56
Range 8.04 4.29 -3.75 -46.6% 8.31
ATR 4.72 4.75 0.03 0.6% 0.00
Volume 5,703 11,332 5,629 98.7% 40,097
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.86 80.06 71.05
R3 78.57 75.77 69.87
R2 74.28 74.28 69.48
R1 71.48 71.48 69.08 70.74
PP 69.99 69.99 69.99 69.61
S1 67.19 67.19 68.30 66.45
S2 65.70 65.70 67.90
S3 61.41 62.90 67.51
S4 57.12 58.61 66.33
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 11.7% 5.53 8.1% 33% False False 8,895
10 74.05 64.07 9.98 14.5% 4.55 6.6% 46% False False 7,917
20 89.50 64.07 25.43 37.0% 4.52 6.6% 18% False False 6,416
40 111.15 64.07 47.08 68.5% 3.92 5.7% 10% False False 4,813
60 123.58 64.07 59.51 86.6% 2.98 4.3% 8% False False 3,737
80 137.35 64.07 73.28 106.7% 2.31 3.4% 6% False False 3,080
100 146.86 64.07 82.79 120.5% 1.85 2.7% 6% False False 2,569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.01
2.618 84.01
1.618 79.72
1.000 77.07
0.618 75.43
HIGH 72.78
0.618 71.14
0.500 70.64
0.382 70.13
LOW 68.49
0.618 65.84
1.000 64.20
1.618 61.55
2.618 57.26
4.250 50.26
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 70.64 70.03
PP 69.99 69.58
S1 69.34 69.14

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

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