NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 55.25 58.87 3.62 6.6% 54.55
High 59.09 59.89 0.80 1.4% 59.89
Low 54.97 56.75 1.78 3.2% 54.25
Close 59.09 59.29 0.20 0.3% 59.29
Range 4.12 3.14 -0.98 -23.8% 5.64
ATR 3.60 3.57 -0.03 -0.9% 0.00
Volume 10,516 8,348 -2,168 -20.6% 36,671
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.06 66.82 61.02
R3 64.92 63.68 60.15
R2 61.78 61.78 59.87
R1 60.54 60.54 59.58 61.16
PP 58.64 58.64 58.64 58.96
S1 57.40 57.40 59.00 58.02
S2 55.50 55.50 58.71
S3 52.36 54.26 58.43
S4 49.22 51.12 57.56
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.73 72.65 62.39
R3 69.09 67.01 60.84
R2 63.45 63.45 60.32
R1 61.37 61.37 59.81 62.41
PP 57.81 57.81 57.81 58.33
S1 55.73 55.73 58.77 56.77
S2 52.17 52.17 58.26
S3 46.53 50.09 57.74
S4 40.89 44.45 56.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.89 52.47 7.42 12.5% 3.53 6.0% 92% True False 9,499
10 63.11 52.47 10.64 17.9% 3.07 5.2% 64% False False 7,999
20 75.10 52.47 22.63 38.2% 3.62 6.1% 30% False False 7,317
40 94.50 52.47 42.03 70.9% 3.16 5.3% 16% False False 5,628
60 110.69 52.47 58.22 98.2% 2.42 4.1% 12% False False 4,370
80 123.71 52.47 71.24 120.2% 1.90 3.2% 10% False False 3,561
100 146.69 52.47 94.22 158.9% 1.56 2.6% 7% False False 2,979
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.24
2.618 68.11
1.618 64.97
1.000 63.03
0.618 61.83
HIGH 59.89
0.618 58.69
0.500 58.32
0.382 57.95
LOW 56.75
0.618 54.81
1.000 53.61
1.618 51.67
2.618 48.53
4.250 43.41
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 58.97 58.67
PP 58.64 58.05
S1 58.32 57.43

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

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