NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 58.15 57.62 -0.53 -0.9% 68.59
High 58.81 57.74 -1.07 -1.8% 69.72
Low 57.56 53.10 -4.46 -7.7% 59.48
Close 57.77 53.44 -4.33 -7.5% 61.19
Range 1.25 4.64 3.39 271.2% 10.24
ATR 3.46 3.55 0.09 2.5% 0.00
Volume 5,442 8,858 3,416 62.8% 27,966
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.68 65.70 55.99
R3 64.04 61.06 54.72
R2 59.40 59.40 54.29
R1 56.42 56.42 53.87 55.59
PP 54.76 54.76 54.76 54.35
S1 51.78 51.78 53.01 50.95
S2 50.12 50.12 52.59
S3 45.48 47.14 52.16
S4 40.84 42.50 50.89
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 63.11 53.10 10.01 18.7% 2.60 4.9% 3% False True 6,499
10 69.72 53.10 16.62 31.1% 3.10 5.8% 2% False True 6,165
20 75.10 53.10 22.00 41.2% 3.28 6.1% 2% False True 6,357
40 106.85 53.10 53.75 100.6% 2.81 5.3% 1% False True 4,646
60 119.50 53.10 66.40 124.3% 2.16 4.0% 1% False True 3,748
80 126.47 53.10 73.37 137.3% 1.68 3.1% 0% False True 3,010
100 146.69 53.10 93.59 175.1% 1.39 2.6% 0% False True 2,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 77.46
2.618 69.89
1.618 65.25
1.000 62.38
0.618 60.61
HIGH 57.74
0.618 55.97
0.500 55.42
0.382 54.87
LOW 53.10
0.618 50.23
1.000 48.46
1.618 45.59
2.618 40.95
4.250 33.38
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 55.42 56.35
PP 54.76 55.38
S1 54.10 54.41

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

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