NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 59.00 58.00 -1.00 -1.7% 68.32
High 59.96 58.00 -1.96 -3.3% 70.47
Low 58.12 53.63 -4.49 -7.7% 60.19
Close 58.69 54.39 -4.30 -7.3% 62.10
Range 1.84 4.37 2.53 137.5% 10.28
ATR 4.09 4.16 0.07 1.7% 0.00
Volume 13,132 18,314 5,182 39.5% 66,189
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.45 65.79 56.79
R3 64.08 61.42 55.59
R2 59.71 59.71 55.19
R1 57.05 57.05 54.79 56.20
PP 55.34 55.34 55.34 54.91
S1 52.68 52.68 53.99 51.83
S2 50.97 50.97 53.59
S3 46.60 48.31 53.19
S4 42.23 43.94 51.99
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 95.09 88.88 67.75
R3 84.81 78.60 64.93
R2 74.53 74.53 63.98
R1 68.32 68.32 63.04 66.29
PP 64.25 64.25 64.25 63.24
S1 58.04 58.04 61.16 56.01
S2 53.97 53.97 60.22
S3 43.69 47.76 59.27
S4 33.41 37.48 56.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.00 53.63 11.37 20.9% 3.14 5.8% 7% False True 13,775
10 70.47 53.63 16.84 31.0% 3.24 5.9% 5% False True 13,779
20 76.00 53.63 22.37 41.1% 3.89 7.1% 3% False True 14,342
40 107.08 53.63 53.45 98.3% 3.87 7.1% 1% False True 12,534
60 121.37 53.63 67.74 124.5% 3.77 6.9% 1% False True 10,479
80 129.18 53.63 75.55 138.9% 3.36 6.2% 1% False True 8,610
100 147.91 53.63 94.28 173.3% 3.29 6.1% 1% False True 7,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.57
2.618 69.44
1.618 65.07
1.000 62.37
0.618 60.70
HIGH 58.00
0.618 56.33
0.500 55.82
0.382 55.30
LOW 53.63
0.618 50.93
1.000 49.26
1.618 46.56
2.618 42.19
4.250 35.06
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 55.82 57.08
PP 55.34 56.18
S1 54.87 55.29

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

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