NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 54.41 57.64 3.23 5.9% 54.00
High 58.51 59.57 1.06 1.8% 59.57
Low 53.98 55.37 1.39 2.6% 52.03
Close 58.04 58.24 0.20 0.3% 58.24
Range 4.53 4.20 -0.33 -7.3% 7.54
ATR 4.04 4.05 0.01 0.3% 0.00
Volume 13,382 11,179 -2,203 -16.5% 48,044
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.33 68.48 60.55
R3 66.13 64.28 59.40
R2 61.93 61.93 59.01
R1 60.08 60.08 58.63 61.01
PP 57.73 57.73 57.73 58.19
S1 55.88 55.88 57.86 56.81
S2 53.53 53.53 57.47
S3 49.33 51.68 57.09
S4 45.13 47.48 55.93
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 79.23 76.28 62.39
R3 71.69 68.74 60.31
R2 64.15 64.15 59.62
R1 61.20 61.20 58.93 62.68
PP 56.61 56.61 56.61 57.35
S1 53.66 53.66 57.55 55.14
S2 49.07 49.07 56.86
S3 41.53 46.12 56.17
S4 33.99 38.58 54.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.57 51.54 8.03 13.8% 4.10 7.0% 83% True False 12,516
10 62.61 51.54 11.07 19.0% 3.54 6.1% 61% False False 10,592
20 74.05 51.54 22.51 38.7% 3.97 6.8% 30% False False 9,012
40 95.28 51.54 43.74 75.1% 4.06 7.0% 15% False False 7,225
60 111.15 51.54 59.61 102.4% 3.64 6.3% 11% False False 5,813
80 123.58 51.54 72.04 123.7% 2.98 5.1% 9% False False 4,674
100 146.86 51.54 95.32 163.7% 2.42 4.2% 7% False False 3,952
120 146.86 51.54 95.32 163.7% 2.02 3.5% 7% False False 3,370
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 True
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.42
2.618 70.57
1.618 66.37
1.000 63.77
0.618 62.17
HIGH 59.57
0.618 57.97
0.500 57.47
0.382 56.97
LOW 55.37
0.618 52.77
1.000 51.17
1.618 48.57
2.618 44.37
4.250 37.52
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 57.98 57.75
PP 57.73 57.26
S1 57.47 56.78

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

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