NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 58.35 55.25 -3.10 -5.3% 60.42
High 58.35 59.09 0.74 1.3% 62.18
Low 55.30 54.97 -0.33 -0.6% 52.47
Close 55.40 59.09 3.69 6.7% 54.08
Range 3.05 4.12 1.07 35.1% 9.71
ATR 3.56 3.60 0.04 1.1% 0.00
Volume 7,986 10,516 2,530 31.7% 37,587
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.08 68.70 61.36
R3 65.96 64.58 60.22
R2 61.84 61.84 59.85
R1 60.46 60.46 59.47 61.15
PP 57.72 57.72 57.72 58.06
S1 56.34 56.34 58.71 57.03
S2 53.60 53.60 58.33
S3 49.48 52.22 57.96
S4 45.36 48.10 56.82
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 11.3% 3.83 6.5% 99% False False 9,601
10 63.71 52.47 11.24 19.0% 3.18 5.4% 59% False False 7,649
20 75.10 52.47 22.63 38.3% 3.63 6.1% 29% False False 7,267
40 95.08 52.47 42.61 72.1% 3.09 5.2% 16% False False 5,455
60 111.02 52.47 58.55 99.1% 2.37 4.0% 11% False False 4,262
80 123.71 52.47 71.24 120.6% 1.86 3.1% 9% False False 3,468
100 146.69 52.47 94.22 159.5% 1.53 2.6% 7% False False 2,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.60
2.618 69.88
1.618 65.76
1.000 63.21
0.618 61.64
HIGH 59.09
0.618 57.52
0.500 57.03
0.382 56.54
LOW 54.97
0.618 52.42
1.000 50.85
1.618 48.30
2.618 44.18
4.250 37.46
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 58.40 58.29
PP 57.72 57.49
S1 57.03 56.70

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

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