NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 70.35 65.55 -4.80 -6.8% 69.53
High 70.85 66.15 -4.70 -6.6% 76.25
Low 65.78 65.02 -0.76 -1.2% 67.04
Close 68.32 65.51 -2.81 -4.1% 67.33
Range 5.07 1.13 -3.94 -77.7% 9.21
ATR 3.68 3.65 -0.03 -0.7% 0.00
Volume 2,128 2,166 38 1.8% 14,769
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.95 68.36 66.13
R3 67.82 67.23 65.82
R2 66.69 66.69 65.72
R1 66.10 66.10 65.61 65.83
PP 65.56 65.56 65.56 65.43
S1 64.97 64.97 65.41 64.70
S2 64.43 64.43 65.30
S3 63.30 63.84 65.20
S4 62.17 62.71 64.89
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 72.11 65.02 7.09 10.8% 2.23 3.4% 7% False True 2,707
10 76.25 65.02 11.23 17.1% 2.18 3.3% 4% False True 2,748
20 78.55 65.02 13.53 20.7% 1.90 2.9% 4% False True 2,831
40 110.25 65.02 45.23 69.0% 1.72 2.6% 1% False True 2,270
60 123.73 65.02 58.71 89.6% 1.38 2.1% 1% False True 1,680
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.95
2.618 69.11
1.618 67.98
1.000 67.28
0.618 66.85
HIGH 66.15
0.618 65.72
0.500 65.59
0.382 65.45
LOW 65.02
0.618 64.32
1.000 63.89
1.618 63.19
2.618 62.06
4.250 60.22
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 65.59 67.94
PP 65.56 67.13
S1 65.54 66.32

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

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