NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 69.78 67.90 -1.88 -2.7% 69.53
High 70.15 67.98 -2.17 -3.1% 76.25
Low 67.04 67.12 0.08 0.1% 67.04
Close 67.04 67.33 0.29 0.4% 67.33
Range 3.11 0.86 -2.25 -72.3% 9.21
ATR 3.77 3.57 -0.20 -5.4% 0.00
Volume 2,695 3,475 780 28.9% 14,769
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.06 69.55 67.80
R3 69.20 68.69 67.57
R2 68.34 68.34 67.49
R1 67.83 67.83 67.41 67.66
PP 67.48 67.48 67.48 67.39
S1 66.97 66.97 67.25 66.80
S2 66.62 66.62 67.17
S3 65.76 66.11 67.09
S4 64.90 65.25 66.86
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 97.84 91.79 72.40
R3 88.63 82.58 69.86
R2 79.42 79.42 69.02
R1 73.37 73.37 68.17 71.79
PP 70.21 70.21 70.21 69.42
S1 64.16 64.16 66.49 62.58
S2 61.00 61.00 65.64
S3 51.79 54.95 64.80
S4 42.58 45.74 62.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.25 67.04 9.21 13.7% 1.92 2.9% 3% False False 2,953
10 76.25 65.44 10.81 16.1% 2.01 3.0% 17% False False 3,128
20 85.30 65.44 19.86 29.5% 1.74 2.6% 10% False False 2,906
40 110.25 65.44 44.81 66.6% 1.65 2.5% 4% False False 2,195
60 123.73 65.44 58.29 86.6% 1.28 1.9% 3% False False 1,624
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.64
2.618 70.23
1.618 69.37
1.000 68.84
0.618 68.51
HIGH 67.98
0.618 67.65
0.500 67.55
0.382 67.45
LOW 67.12
0.618 66.59
1.000 66.26
1.618 65.73
2.618 64.87
4.250 63.47
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 67.55 69.58
PP 67.48 68.83
S1 67.40 68.08

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

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