NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 62.65 59.10 -3.55 -5.7% 69.87
High 63.12 63.00 -0.12 -0.2% 74.05
Low 59.30 58.74 -0.56 -0.9% 63.67
Close 59.73 61.90 2.17 3.6% 64.69
Range 3.82 4.26 0.44 11.5% 10.38
ATR 4.45 4.43 -0.01 -0.3% 0.00
Volume 4,394 5,628 1,234 28.1% 43,297
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.99 72.21 64.24
R3 69.73 67.95 63.07
R2 65.47 65.47 62.68
R1 63.69 63.69 62.29 64.58
PP 61.21 61.21 61.21 61.66
S1 59.43 59.43 61.51 60.32
S2 56.95 56.95 61.12
S3 52.69 55.17 60.73
S4 48.43 50.91 59.56
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.61 92.03 70.40
R3 88.23 81.65 67.54
R2 77.85 77.85 66.59
R1 71.27 71.27 65.64 69.37
PP 67.47 67.47 67.47 66.52
S1 60.89 60.89 63.74 58.99
S2 57.09 57.09 62.79
S3 46.71 50.51 61.84
S4 36.33 40.13 58.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.86 58.74 10.12 16.3% 3.49 5.6% 31% False True 5,982
10 74.05 58.74 15.31 24.7% 4.39 7.1% 21% False True 7,431
20 77.63 58.74 18.89 30.5% 4.23 6.8% 17% False True 7,036
40 111.15 58.74 52.41 84.7% 4.15 6.7% 6% False True 5,490
60 123.58 58.74 64.84 104.7% 3.27 5.3% 5% False True 4,305
80 127.03 58.74 68.29 110.3% 2.56 4.1% 5% False True 3,533
100 146.86 58.74 88.12 142.4% 2.07 3.3% 4% False True 2,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.11
2.618 74.15
1.618 69.89
1.000 67.26
0.618 65.63
HIGH 63.00
0.618 61.37
0.500 60.87
0.382 60.37
LOW 58.74
0.618 56.11
1.000 54.48
1.618 51.85
2.618 47.59
4.250 40.64
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 61.56 61.89
PP 61.21 61.88
S1 60.87 61.87

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

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