NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 57.62 53.50 -4.12 -7.2% 60.42
High 57.74 54.92 -2.82 -4.9% 62.18
Low 53.10 52.47 -0.63 -1.2% 52.47
Close 53.44 54.08 0.64 1.2% 54.08
Range 4.64 2.45 -2.19 -47.2% 9.71
ATR 3.55 3.47 -0.08 -2.2% 0.00
Volume 8,858 10,827 1,969 22.2% 37,587
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.17 60.08 55.43
R3 58.72 57.63 54.75
R2 56.27 56.27 54.53
R1 55.18 55.18 54.30 55.73
PP 53.82 53.82 53.82 54.10
S1 52.73 52.73 53.86 53.28
S2 51.37 51.37 53.63
S3 48.92 50.28 53.41
S4 46.47 47.83 52.73
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 85.37 79.44 59.42
R3 75.66 69.73 56.75
R2 65.95 65.95 55.86
R1 60.02 60.02 54.97 58.13
PP 56.24 56.24 56.24 55.30
S1 50.31 50.31 53.19 48.42
S2 46.53 46.53 52.30
S3 36.82 40.60 51.41
S4 27.11 30.89 48.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.18 52.47 9.71 18.0% 2.60 4.8% 17% False True 7,517
10 69.72 52.47 17.25 31.9% 3.16 5.8% 9% False True 6,555
20 75.10 52.47 22.63 41.8% 3.37 6.2% 7% False True 6,686
40 102.08 52.47 49.61 91.7% 2.87 5.3% 3% False True 4,855
60 117.38 52.47 64.91 120.0% 2.20 4.1% 2% False True 3,915
80 126.47 52.47 74.00 136.8% 1.71 3.2% 2% False True 3,137
100 146.69 52.47 94.22 174.2% 1.42 2.6% 2% False True 2,624
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 False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.33
2.618 61.33
1.618 58.88
1.000 57.37
0.618 56.43
HIGH 54.92
0.618 53.98
0.500 53.70
0.382 53.41
LOW 52.47
0.618 50.96
1.000 50.02
1.618 48.51
2.618 46.06
4.250 42.06
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 53.95 55.64
PP 53.82 55.12
S1 53.70 54.60

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

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