NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 57.40 56.67 -0.73 -1.3% 66.83
High 58.07 56.74 -1.33 -2.3% 68.86
Low 56.47 51.96 -4.51 -8.0% 58.74
Close 56.83 52.46 -4.37 -7.7% 60.25
Range 1.60 4.78 3.18 198.8% 10.12
ATR 3.93 4.00 0.07 1.7% 0.00
Volume 6,915 14,980 8,065 116.6% 29,098
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.06 65.04 55.09
R3 63.28 60.26 53.77
R2 58.50 58.50 53.34
R1 55.48 55.48 52.90 54.60
PP 53.72 53.72 53.72 53.28
S1 50.70 50.70 52.02 49.82
S2 48.94 48.94 51.58
S3 44.16 45.92 51.15
S4 39.38 41.14 49.83
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 62.61 51.96 10.65 20.3% 2.99 5.7% 5% False True 8,669
10 68.86 51.96 16.90 32.2% 3.24 6.2% 3% False True 7,325
20 74.05 51.96 22.09 42.1% 4.00 7.6% 2% False True 7,782
40 105.85 51.96 53.89 102.7% 4.15 7.9% 1% False True 6,100
60 120.30 51.96 68.34 130.3% 3.49 6.6% 1% False True 4,943
80 126.60 51.96 74.64 142.3% 2.72 5.2% 1% False True 3,957
100 146.86 51.96 94.90 180.9% 2.22 4.2% 1% False True 3,370
120 146.86 51.96 94.90 180.9% 1.89 3.6% 1% False True 2,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 77.06
2.618 69.25
1.618 64.47
1.000 61.52
0.618 59.69
HIGH 56.74
0.618 54.91
0.500 54.35
0.382 53.79
LOW 51.96
0.618 49.01
1.000 47.18
1.618 44.23
2.618 39.45
4.250 31.65
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 54.35 55.37
PP 53.72 54.40
S1 53.09 53.43

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

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