NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 53.50 55.85 2.35 4.4% 61.25
High 55.85 60.39 4.54 8.1% 63.70
Low 53.50 54.00 0.50 0.9% 53.50
Close 55.05 59.59 4.54 8.2% 55.05
Range 2.35 6.39 4.04 171.9% 10.20
ATR 4.03 4.20 0.17 4.2% 0.00
Volume 20,112 18,426 -1,686 -8.4% 72,961
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 77.16 74.77 63.10
R3 70.77 68.38 61.35
R2 64.38 64.38 60.76
R1 61.99 61.99 60.18 63.19
PP 57.99 57.99 57.99 58.59
S1 55.60 55.60 59.00 56.80
S2 51.60 51.60 58.42
S3 45.21 49.21 57.83
S4 38.82 42.82 56.08
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 60.52 53.50 7.02 11.8% 3.32 5.6% 87% False False 15,608
10 65.80 53.50 12.30 20.6% 3.43 5.8% 50% False False 14,699
20 76.00 53.50 22.50 37.8% 3.97 6.7% 27% False False 14,332
40 102.10 53.50 48.60 81.6% 3.89 6.5% 13% False False 13,125
60 114.10 53.50 60.60 101.7% 3.79 6.4% 10% False False 11,023
80 126.50 53.50 73.00 122.5% 3.39 5.7% 8% False False 9,015
100 147.91 53.50 94.41 158.4% 3.35 5.6% 6% False False 7,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 87.55
2.618 77.12
1.618 70.73
1.000 66.78
0.618 64.34
HIGH 60.39
0.618 57.95
0.500 57.20
0.382 56.44
LOW 54.00
0.618 50.05
1.000 47.61
1.618 43.66
2.618 37.27
4.250 26.84
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 58.79 58.71
PP 57.99 57.83
S1 57.20 56.95

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

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