NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 63.35 62.74 -0.61 -1.0% 70.35
High 65.19 64.01 -1.18 -1.8% 70.85
Low 61.55 62.32 0.77 1.3% 61.55
Close 64.52 62.98 -1.54 -2.4% 62.98
Range 3.64 1.69 -1.95 -53.6% 9.30
ATR 3.63 3.53 -0.10 -2.8% 0.00
Volume 2,510 4,847 2,337 93.1% 15,174
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.17 67.27 63.91
R3 66.48 65.58 63.44
R2 64.79 64.79 63.29
R1 63.89 63.89 63.13 64.34
PP 63.10 63.10 63.10 63.33
S1 62.20 62.20 62.83 62.65
S2 61.41 61.41 62.67
S3 59.72 60.51 62.52
S4 58.03 58.82 62.05
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 93.03 87.30 68.10
R3 83.73 78.00 65.54
R2 74.43 74.43 64.69
R1 68.70 68.70 63.83 66.92
PP 65.13 65.13 65.13 64.23
S1 59.40 59.40 62.13 57.62
S2 55.83 55.83 61.28
S3 46.53 50.10 60.42
S4 37.23 40.80 57.87
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 14.8% 2.66 4.2% 15% False False 3,034
10 76.25 61.55 14.70 23.3% 2.29 3.6% 10% False False 2,994
20 78.55 61.55 17.00 27.0% 1.99 3.2% 8% False False 2,852
40 110.25 61.55 48.70 77.3% 1.69 2.7% 3% False False 2,452
60 120.29 61.55 58.74 93.3% 1.49 2.4% 2% False False 1,837
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.19
2.618 68.43
1.618 66.74
1.000 65.70
0.618 65.05
HIGH 64.01
0.618 63.36
0.500 63.17
0.382 62.97
LOW 62.32
0.618 61.28
1.000 60.63
1.618 59.59
2.618 57.90
4.250 55.14
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 63.17 63.37
PP 63.10 63.24
S1 63.04 63.11

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

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