NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 56.67 52.20 -4.47 -7.9% 59.16
High 56.74 53.74 -3.00 -5.3% 61.77
Low 51.96 51.54 -0.42 -0.8% 51.54
Close 52.46 53.09 0.63 1.2% 53.09
Range 4.78 2.20 -2.58 -54.0% 10.23
ATR 4.00 3.87 -0.13 -3.2% 0.00
Volume 14,980 14,538 -442 -3.0% 51,165
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 59.39 58.44 54.30
R3 57.19 56.24 53.70
R2 54.99 54.99 53.49
R1 54.04 54.04 53.29 54.52
PP 52.79 52.79 52.79 53.03
S1 51.84 51.84 52.89 52.32
S2 50.59 50.59 52.69
S3 48.39 49.64 52.49
S4 46.19 47.44 51.88
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.16 79.85 58.72
R3 75.93 69.62 55.90
R2 65.70 65.70 54.97
R1 59.39 59.39 54.03 57.43
PP 55.47 55.47 55.47 54.49
S1 49.16 49.16 52.15 47.20
S2 45.24 45.24 51.21
S3 35.01 38.93 50.28
S4 24.78 28.70 47.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.77 51.54 10.23 19.3% 2.81 5.3% 15% False True 10,233
10 68.86 51.54 17.32 32.6% 3.29 6.2% 9% False True 8,026
20 74.05 51.54 22.51 42.4% 3.82 7.2% 7% False True 8,182
40 102.60 51.54 51.06 96.2% 4.16 7.8% 3% False True 6,348
60 120.30 51.54 68.76 129.5% 3.49 6.6% 2% False True 5,165
80 126.60 51.54 75.06 141.4% 2.75 5.2% 2% False True 4,118
100 146.86 51.54 95.32 179.5% 2.24 4.2% 2% False True 3,511
120 146.86 51.54 95.32 179.5% 1.87 3.5% 2% False True 2,981
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.09
2.618 59.50
1.618 57.30
1.000 55.94
0.618 55.10
HIGH 53.74
0.618 52.90
0.500 52.64
0.382 52.38
LOW 51.54
0.618 50.18
1.000 49.34
1.618 47.98
2.618 45.78
4.250 42.19
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 52.94 54.81
PP 52.79 54.23
S1 52.64 53.66

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

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