NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 59.00 58.15 -0.85 -1.4% 68.59
High 59.59 58.81 -0.78 -1.3% 69.72
Low 58.12 57.56 -0.56 -1.0% 59.48
Close 58.17 57.77 -0.40 -0.7% 61.19
Range 1.47 1.25 -0.22 -15.0% 10.24
ATR 3.63 3.46 -0.17 -4.7% 0.00
Volume 4,019 5,442 1,423 35.4% 27,966
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.80 61.03 58.46
R3 60.55 59.78 58.11
R2 59.30 59.30 58.00
R1 58.53 58.53 57.88 58.29
PP 58.05 58.05 58.05 57.93
S1 57.28 57.28 57.66 57.04
S2 56.80 56.80 57.54
S3 55.55 56.03 57.43
S4 54.30 54.78 57.08
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 94.18 87.93 66.82
R3 83.94 77.69 64.01
R2 73.70 73.70 63.07
R1 67.45 67.45 62.13 65.46
PP 63.46 63.46 63.46 62.47
S1 57.21 57.21 60.25 55.22
S2 53.22 53.22 59.31
S3 42.98 46.97 58.37
S4 32.74 36.73 55.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.71 57.56 6.15 10.6% 2.52 4.4% 3% False True 5,696
10 69.72 57.56 12.16 21.0% 3.09 5.4% 2% False True 6,318
20 75.10 57.56 17.54 30.4% 3.18 5.5% 1% False True 6,134
40 107.65 57.56 50.09 86.7% 2.69 4.7% 0% False True 4,467
60 119.79 57.56 62.23 107.7% 2.09 3.6% 0% False True 3,610
80 126.47 57.56 68.91 119.3% 1.62 2.8% 0% False True 2,909
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 False
Bull Hook False
Stretch 0.50
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 64.12
2.618 62.08
1.618 60.83
1.000 60.06
0.618 59.58
HIGH 58.81
0.618 58.33
0.500 58.19
0.382 58.04
LOW 57.56
0.618 56.79
1.000 56.31
1.618 55.54
2.618 54.29
4.250 52.25
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 58.19 59.87
PP 58.05 59.17
S1 57.91 58.47

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

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