NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 69.53 72.67 3.14 4.5% 66.50
High 69.53 76.25 6.72 9.7% 72.37
Low 68.70 72.40 3.70 5.4% 65.44
Close 68.75 76.00 7.25 10.5% 72.25
Range 0.83 3.85 3.02 363.9% 6.93
ATR 3.36 3.65 0.30 8.8% 0.00
Volume 1,901 3,626 1,725 90.7% 16,520
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 86.43 85.07 78.12
R3 82.58 81.22 77.06
R2 78.73 78.73 76.71
R1 77.37 77.37 76.35 78.05
PP 74.88 74.88 74.88 75.23
S1 73.52 73.52 75.65 74.20
S2 71.03 71.03 75.29
S3 67.18 69.67 74.94
S4 63.33 65.82 73.88
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 76.25 68.52 7.73 10.2% 2.13 2.8% 97% True False 2,789
10 76.25 65.44 10.81 14.2% 1.94 2.5% 98% True False 2,913
20 89.63 65.44 24.19 31.8% 1.94 2.6% 44% False False 2,687
40 110.25 65.44 44.81 59.0% 1.60 2.1% 24% False False 1,993
60 123.73 65.44 58.29 76.7% 1.19 1.6% 18% False False 1,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.61
2.618 86.33
1.618 82.48
1.000 80.10
0.618 78.63
HIGH 76.25
0.618 74.78
0.500 74.33
0.382 73.87
LOW 72.40
0.618 70.02
1.000 68.55
1.618 66.17
2.618 62.32
4.250 56.04
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 75.44 74.80
PP 74.88 73.59
S1 74.33 72.39

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

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