NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 69.18 69.53 0.35 0.5% 66.50
High 72.37 69.53 -2.84 -3.9% 72.37
Low 68.52 68.70 0.18 0.3% 65.44
Close 72.25 68.75 -3.50 -4.8% 72.25
Range 3.85 0.83 -3.02 -78.4% 6.93
ATR 3.34 3.36 0.01 0.4% 0.00
Volume 2,867 1,901 -966 -33.7% 16,520
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.48 70.95 69.21
R3 70.65 70.12 68.98
R2 69.82 69.82 68.90
R1 69.29 69.29 68.83 69.14
PP 68.99 68.99 68.99 68.92
S1 68.46 68.46 68.67 68.31
S2 68.16 68.16 68.60
S3 67.33 67.63 68.52
S4 66.50 66.80 68.29
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.81 88.46 76.06
R3 83.88 81.53 74.16
R2 76.95 76.95 73.52
R1 74.60 74.60 72.89 75.78
PP 70.02 70.02 70.02 70.61
S1 67.67 67.67 71.61 68.85
S2 63.09 63.09 70.98
S3 56.16 60.74 70.34
S4 49.23 53.81 68.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.37 65.44 6.93 10.1% 1.80 2.6% 48% False False 2,349
10 75.63 65.44 10.19 14.8% 1.66 2.4% 32% False False 2,731
20 91.66 65.44 26.22 38.1% 1.94 2.8% 13% False False 2,587
40 110.25 65.44 44.81 65.2% 1.51 2.2% 7% False False 1,911
60 123.73 65.44 58.29 84.8% 1.13 1.6% 6% False False 1,425
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.06
2.618 71.70
1.618 70.87
1.000 70.36
0.618 70.04
HIGH 69.53
0.618 69.21
0.500 69.12
0.382 69.02
LOW 68.70
0.618 68.19
1.000 67.87
1.618 67.36
2.618 66.53
4.250 65.17
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 69.12 70.45
PP 68.99 69.88
S1 68.87 69.32

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

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