NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 69.47 64.81 -4.66 -6.7% 69.16
High 69.59 66.50 -3.09 -4.4% 75.10
Low 65.02 64.60 -0.42 -0.6% 64.60
Close 65.24 65.61 0.37 0.6% 65.61
Range 4.57 1.90 -2.67 -58.4% 10.50
ATR 4.01 3.86 -0.15 -3.8% 0.00
Volume 10,396 6,925 -3,471 -33.4% 36,865
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.27 70.34 66.66
R3 69.37 68.44 66.13
R2 67.47 67.47 65.96
R1 66.54 66.54 65.78 67.01
PP 65.57 65.57 65.57 65.80
S1 64.64 64.64 65.44 65.11
S2 63.67 63.67 65.26
S3 61.77 62.74 65.09
S4 59.87 60.84 64.57
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.94 93.27 71.39
R3 89.44 82.77 68.50
R2 78.94 78.94 67.54
R1 72.27 72.27 66.57 70.36
PP 68.44 68.44 68.44 67.48
S1 61.77 61.77 64.65 59.86
S2 57.94 57.94 63.69
S3 47.44 51.27 62.72
S4 36.94 40.77 59.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.10 64.60 10.50 16.0% 4.22 6.4% 10% False True 7,373
10 75.10 64.55 10.55 16.1% 3.59 5.5% 10% False False 6,817
20 86.05 64.55 21.50 32.8% 3.20 4.9% 5% False False 5,342
40 109.58 64.55 45.03 68.6% 2.43 3.7% 2% False False 3,795
60 123.71 64.55 59.16 90.2% 1.69 2.6% 2% False False 2,976
80 133.68 64.55 69.13 105.4% 1.33 2.0% 2% False False 2,406
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 74.58
2.618 71.47
1.618 69.57
1.000 68.40
0.618 67.67
HIGH 66.50
0.618 65.77
0.500 65.55
0.382 65.33
LOW 64.60
0.618 63.43
1.000 62.70
1.618 61.53
2.618 59.63
4.250 56.53
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 65.59 69.24
PP 65.57 68.03
S1 65.55 66.82

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

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