NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 67.90 70.35 2.45 3.6% 69.53
High 67.98 70.85 2.87 4.2% 76.25
Low 67.12 65.78 -1.34 -2.0% 67.04
Close 67.33 68.32 0.99 1.5% 67.33
Range 0.86 5.07 4.21 489.5% 9.21
ATR 3.57 3.68 0.11 3.0% 0.00
Volume 3,475 2,128 -1,347 -38.8% 14,769
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 83.53 80.99 71.11
R3 78.46 75.92 69.71
R2 73.39 73.39 69.25
R1 70.85 70.85 68.78 69.59
PP 68.32 68.32 68.32 67.68
S1 65.78 65.78 67.86 64.52
S2 63.25 63.25 67.39
S3 58.18 60.71 66.93
S4 53.11 55.64 65.53
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 65.78 10.47 15.3% 2.77 4.1% 24% False True 2,999
10 76.25 65.44 10.81 15.8% 2.29 3.3% 27% False False 2,674
20 85.30 65.44 19.86 29.1% 1.99 2.9% 15% False False 2,895
40 110.25 65.44 44.81 65.6% 1.72 2.5% 6% False False 2,224
60 123.73 65.44 58.29 85.3% 1.36 2.0% 5% False False 1,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 92.40
2.618 84.12
1.618 79.05
1.000 75.92
0.618 73.98
HIGH 70.85
0.618 68.91
0.500 68.32
0.382 67.72
LOW 65.78
0.618 62.65
1.000 60.71
1.618 57.58
2.618 52.51
4.250 44.23
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 68.32 68.32
PP 68.32 68.32
S1 68.32 68.32

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

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