NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 63.59 63.35 -0.24 -0.4% 69.53
High 63.86 65.19 1.33 2.1% 76.25
Low 62.11 61.55 -0.56 -0.9% 67.04
Close 62.30 64.52 2.22 3.6% 67.33
Range 1.75 3.64 1.89 108.0% 9.21
ATR 3.63 3.63 0.00 0.0% 0.00
Volume 3,523 2,510 -1,013 -28.8% 14,769
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.67 73.24 66.52
R3 71.03 69.60 65.52
R2 67.39 67.39 65.19
R1 65.96 65.96 64.85 66.68
PP 63.75 63.75 63.75 64.11
S1 62.32 62.32 64.19 63.04
S2 60.11 60.11 63.85
S3 56.47 58.68 63.52
S4 52.83 55.04 62.52
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 61.55 9.30 14.4% 2.49 3.9% 32% False True 2,760
10 76.25 61.55 14.70 22.8% 2.51 3.9% 20% False True 2,796
20 78.55 61.55 17.00 26.3% 1.92 3.0% 17% False True 2,858
40 110.25 61.55 48.70 75.5% 1.70 2.6% 6% False True 2,353
60 123.73 61.55 62.18 96.4% 1.47 2.3% 5% False True 1,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.66
2.618 74.72
1.618 71.08
1.000 68.83
0.618 67.44
HIGH 65.19
0.618 63.80
0.500 63.37
0.382 62.94
LOW 61.55
0.618 59.30
1.000 57.91
1.618 55.66
2.618 52.02
4.250 46.08
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 64.14 64.30
PP 63.75 64.07
S1 63.37 63.85

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

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