NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 53.50 54.55 1.05 2.0% 60.42
High 54.92 59.14 4.22 7.7% 62.18
Low 52.47 54.25 1.78 3.4% 52.47
Close 54.08 58.64 4.56 8.4% 54.08
Range 2.45 4.89 2.44 99.6% 9.71
ATR 3.47 3.58 0.11 3.3% 0.00
Volume 10,827 9,821 -1,006 -9.3% 37,587
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.01 70.22 61.33
R3 67.12 65.33 59.98
R2 62.23 62.23 59.54
R1 60.44 60.44 59.09 61.34
PP 57.34 57.34 57.34 57.79
S1 55.55 55.55 58.19 56.45
S2 52.45 52.45 57.74
S3 47.56 50.66 57.30
S4 42.67 45.77 55.95
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 59.59 52.47 7.12 12.1% 2.94 5.0% 87% False False 7,793
10 65.96 52.47 13.49 23.0% 3.12 5.3% 46% False False 6,994
20 75.10 52.47 22.63 38.6% 3.62 6.2% 27% False False 6,766
40 100.60 52.47 48.13 82.1% 2.91 5.0% 13% False False 5,074
60 112.52 52.47 60.05 102.4% 2.28 3.9% 10% False False 4,053
80 123.71 52.47 71.24 121.5% 1.77 3.0% 9% False False 3,254
100 146.69 52.47 94.22 160.7% 1.46 2.5% 7% False False 2,722
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 10 trading days
Fibonacci Retracements and Extensions
4.250 79.92
2.618 71.94
1.618 67.05
1.000 64.03
0.618 62.16
HIGH 59.14
0.618 57.27
0.500 56.70
0.382 56.12
LOW 54.25
0.618 51.23
1.000 49.36
1.618 46.34
2.618 41.45
4.250 33.47
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 57.99 57.70
PP 57.34 56.75
S1 56.70 55.81

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

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