NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 54.55 58.35 3.80 7.0% 60.42
High 59.14 58.35 -0.79 -1.3% 62.18
Low 54.25 55.30 1.05 1.9% 52.47
Close 58.64 55.40 -3.24 -5.5% 54.08
Range 4.89 3.05 -1.84 -37.6% 9.71
ATR 3.58 3.56 -0.02 -0.5% 0.00
Volume 9,821 7,986 -1,835 -18.7% 37,587
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 65.50 63.50 57.08
R3 62.45 60.45 56.24
R2 59.40 59.40 55.96
R1 57.40 57.40 55.68 56.88
PP 56.35 56.35 56.35 56.09
S1 54.35 54.35 55.12 53.83
S2 53.30 53.30 54.84
S3 50.25 51.30 54.56
S4 47.20 48.25 53.72
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 59.14 52.47 6.67 12.0% 3.26 5.9% 44% False False 8,586
10 64.10 52.47 11.63 21.0% 3.15 5.7% 25% False False 7,077
20 75.10 52.47 22.63 40.8% 3.66 6.6% 13% False False 6,972
40 99.01 52.47 46.54 84.0% 2.99 5.4% 6% False False 5,246
60 112.52 52.47 60.05 108.4% 2.30 4.1% 5% False False 4,141
80 123.71 52.47 71.24 128.6% 1.81 3.3% 4% False False 3,349
100 146.69 52.47 94.22 170.1% 1.49 2.7% 3% False False 2,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.31
2.618 66.33
1.618 63.28
1.000 61.40
0.618 60.23
HIGH 58.35
0.618 57.18
0.500 56.83
0.382 56.47
LOW 55.30
0.618 53.42
1.000 52.25
1.618 50.37
2.618 47.32
4.250 42.34
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 56.83 55.81
PP 56.35 55.67
S1 55.88 55.54

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

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