NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 67.38 73.85 6.47 9.6% 65.15
High 75.10 73.88 -1.22 -1.6% 71.81
Low 66.73 69.53 2.80 4.2% 64.55
Close 74.46 69.59 -4.87 -6.5% 71.18
Range 8.37 4.35 -4.02 -48.0% 7.26
ATR 3.89 3.97 0.07 1.9% 0.00
Volume 5,509 8,889 3,380 61.4% 31,312
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 84.05 81.17 71.98
R3 79.70 76.82 70.79
R2 75.35 75.35 70.39
R1 72.47 72.47 69.99 71.74
PP 71.00 71.00 71.00 70.63
S1 68.12 68.12 69.19 67.39
S2 66.65 66.65 68.79
S3 62.30 63.77 68.39
S4 57.95 59.42 67.20
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.96 88.33 75.17
R3 83.70 81.07 73.18
R2 76.44 76.44 72.51
R1 73.81 73.81 71.85 75.13
PP 69.18 69.18 69.18 69.84
S1 66.55 66.55 70.51 67.87
S2 61.92 61.92 69.85
S3 54.66 59.29 69.18
S4 47.40 52.03 67.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.10 66.73 8.37 12.0% 4.49 6.5% 34% False False 6,830
10 75.10 64.55 10.55 15.2% 3.27 4.7% 48% False False 5,950
20 89.02 64.55 24.47 35.2% 3.09 4.4% 21% False False 4,789
40 109.58 64.55 45.03 64.7% 2.27 3.3% 11% False False 3,418
60 123.71 64.55 59.16 85.0% 1.60 2.3% 9% False False 2,705
80 137.24 64.55 72.69 104.5% 1.29 1.9% 7% False False 2,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.37
2.618 85.27
1.618 80.92
1.000 78.23
0.618 76.57
HIGH 73.88
0.618 72.22
0.500 71.71
0.382 71.19
LOW 69.53
0.618 66.84
1.000 65.18
1.618 62.49
2.618 58.14
4.250 51.04
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 71.71 70.92
PP 71.00 70.47
S1 70.30 70.03

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

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