NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 58.00 53.50 -4.50 -7.8% 61.25
High 58.00 55.85 -2.15 -3.7% 63.70
Low 53.63 53.50 -0.13 -0.2% 53.50
Close 54.39 55.05 0.66 1.2% 55.05
Range 4.37 2.35 -2.02 -46.2% 10.20
ATR 4.16 4.03 -0.13 -3.1% 0.00
Volume 18,314 20,112 1,798 9.8% 72,961
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.85 60.80 56.34
R3 59.50 58.45 55.70
R2 57.15 57.15 55.48
R1 56.10 56.10 55.27 56.63
PP 54.80 54.80 54.80 55.06
S1 53.75 53.75 54.83 54.28
S2 52.45 52.45 54.62
S3 50.10 51.40 54.40
S4 47.75 49.05 53.76
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 88.02 81.73 60.66
R3 77.82 71.53 57.86
R2 67.62 67.62 56.92
R1 61.33 61.33 55.99 59.38
PP 57.42 57.42 57.42 56.44
S1 51.13 51.13 54.12 49.18
S2 47.22 47.22 53.18
S3 37.02 40.93 52.25
S4 26.82 30.73 49.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.70 53.50 10.20 18.5% 2.84 5.2% 15% False True 14,592
10 70.47 53.50 16.97 30.8% 3.32 6.0% 9% False True 13,915
20 76.00 53.50 22.50 40.9% 3.81 6.9% 7% False True 14,701
40 102.84 53.50 49.34 89.6% 3.87 7.0% 3% False True 12,821
60 120.15 53.50 66.65 121.1% 3.74 6.8% 2% False True 10,765
80 129.18 53.50 75.68 137.5% 3.38 6.1% 2% False True 8,804
100 147.91 53.50 94.41 171.5% 3.30 6.0% 2% False True 7,781
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 True
Bull Hook False
Stretch 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.84
2.618 62.00
1.618 59.65
1.000 58.20
0.618 57.30
HIGH 55.85
0.618 54.95
0.500 54.68
0.382 54.40
LOW 53.50
0.618 52.05
1.000 51.15
1.618 49.70
2.618 47.35
4.250 43.51
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 54.93 56.73
PP 54.80 56.17
S1 54.68 55.61

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

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