NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 62.61 59.16 -3.45 -5.5% 66.83
High 62.61 61.77 -0.84 -1.3% 68.86
Low 59.53 57.84 -1.69 -2.8% 58.74
Close 60.25 58.06 -2.19 -3.6% 60.25
Range 3.08 3.93 0.85 27.6% 10.12
ATR 4.34 4.31 -0.03 -0.7% 0.00
Volume 6,719 9,013 2,294 34.1% 29,098
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.01 68.47 60.22
R3 67.08 64.54 59.14
R2 63.15 63.15 58.78
R1 60.61 60.61 58.42 59.92
PP 59.22 59.22 59.22 58.88
S1 56.68 56.68 57.70 55.99
S2 55.29 55.29 57.34
S3 51.36 52.75 56.98
S4 47.43 48.82 55.90
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.98 86.73 65.82
R3 82.86 76.61 63.03
R2 72.74 72.74 62.11
R1 66.49 66.49 61.18 64.56
PP 62.62 62.62 62.62 61.65
S1 56.37 56.37 59.32 54.44
S2 52.50 52.50 58.39
S3 42.38 46.25 57.47
S4 32.26 36.13 54.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.00 57.84 7.16 12.3% 3.62 6.2% 3% False True 6,566
10 74.05 57.84 16.21 27.9% 4.13 7.1% 1% False True 7,291
20 77.63 57.84 19.79 34.1% 4.22 7.3% 1% False True 7,112
40 107.00 57.84 49.16 84.7% 4.11 7.1% 0% False True 5,750
60 120.30 57.84 62.46 107.6% 3.38 5.8% 0% False True 4,529
80 126.60 57.84 68.76 118.4% 2.63 4.5% 0% False True 3,652
100 146.86 57.84 89.02 153.3% 2.14 3.7% 0% False True 3,106
120 146.86 57.84 89.02 153.3% 1.82 3.1% 0% False True 2,642
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.47
2.618 72.06
1.618 68.13
1.000 65.70
0.618 64.20
HIGH 61.77
0.618 60.27
0.500 59.81
0.382 59.34
LOW 57.84
0.618 55.41
1.000 53.91
1.618 51.48
2.618 47.55
4.250 41.14
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 59.81 60.42
PP 59.22 59.63
S1 58.64 58.85

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

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