NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 65.55 63.59 -1.96 -3.0% 69.53
High 66.15 63.86 -2.29 -3.5% 76.25
Low 65.02 62.11 -2.91 -4.5% 67.04
Close 65.51 62.30 -3.21 -4.9% 67.33
Range 1.13 1.75 0.62 54.9% 9.21
ATR 3.65 3.63 -0.02 -0.5% 0.00
Volume 2,166 3,523 1,357 62.7% 14,769
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.01 66.90 63.26
R3 66.26 65.15 62.78
R2 64.51 64.51 62.62
R1 63.40 63.40 62.46 63.08
PP 62.76 62.76 62.76 62.60
S1 61.65 61.65 62.14 61.33
S2 61.01 61.01 61.98
S3 59.26 59.90 61.82
S4 57.51 58.15 61.34
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 70.85 62.11 8.74 14.0% 2.38 3.8% 2% False True 2,797
10 76.25 62.11 14.14 22.7% 2.14 3.4% 1% False True 2,814
20 78.55 62.11 16.44 26.4% 1.98 3.2% 1% False True 2,919
40 110.25 62.11 48.14 77.3% 1.62 2.6% 0% False True 2,322
60 123.73 62.11 61.62 98.9% 1.41 2.3% 0% False True 1,736
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.30
2.618 68.44
1.618 66.69
1.000 65.61
0.618 64.94
HIGH 63.86
0.618 63.19
0.500 62.99
0.382 62.78
LOW 62.11
0.618 61.03
1.000 60.36
1.618 59.28
2.618 57.53
4.250 54.67
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 62.99 66.48
PP 62.76 65.09
S1 62.53 63.69

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

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