NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 57.38 54.41 -2.97 -5.2% 59.16
High 57.47 58.51 1.04 1.8% 61.77
Low 54.19 53.98 -0.21 -0.4% 51.54
Close 54.33 58.04 3.71 6.8% 53.09
Range 3.28 4.53 1.25 38.1% 10.23
ATR 4.00 4.04 0.04 0.9% 0.00
Volume 9,477 13,382 3,905 41.2% 51,165
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.43 68.77 60.53
R3 65.90 64.24 59.29
R2 61.37 61.37 58.87
R1 59.71 59.71 58.46 60.54
PP 56.84 56.84 56.84 57.26
S1 55.18 55.18 57.62 56.01
S2 52.31 52.31 57.21
S3 47.78 50.65 56.79
S4 43.25 46.12 55.55
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 58.51 51.54 6.97 12.0% 4.21 7.3% 93% True False 13,276
10 63.00 51.54 11.46 19.7% 3.55 6.1% 57% False False 10,037
20 74.05 51.54 22.51 38.8% 4.04 7.0% 29% False False 8,968
40 99.14 51.54 47.60 82.0% 4.08 7.0% 14% False False 7,024
60 112.27 51.54 60.73 104.6% 3.57 6.2% 11% False False 5,656
80 123.58 51.54 72.04 124.1% 2.92 5.0% 9% False False 4,551
100 146.86 51.54 95.32 164.2% 2.38 4.1% 7% False False 3,856
120 146.86 51.54 95.32 164.2% 1.99 3.4% 7% False False 3,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.76
2.618 70.37
1.618 65.84
1.000 63.04
0.618 61.31
HIGH 58.51
0.618 56.78
0.500 56.25
0.382 55.71
LOW 53.98
0.618 51.18
1.000 49.45
1.618 46.65
2.618 42.12
4.250 34.73
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 57.44 57.12
PP 56.84 56.19
S1 56.25 55.27

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

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