NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 62.74 63.34 0.60 1.0% 70.35
High 64.01 64.57 0.56 0.9% 70.85
Low 62.32 60.73 -1.59 -2.6% 61.55
Close 62.98 60.78 -2.20 -3.5% 62.98
Range 1.69 3.84 2.15 127.2% 9.30
ATR 3.53 3.55 0.02 0.6% 0.00
Volume 4,847 3,295 -1,552 -32.0% 15,174
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.55 71.00 62.89
R3 69.71 67.16 61.84
R2 65.87 65.87 61.48
R1 63.32 63.32 61.13 62.68
PP 62.03 62.03 62.03 61.70
S1 59.48 59.48 60.43 58.84
S2 58.19 58.19 60.08
S3 54.35 55.64 59.72
S4 50.51 51.80 58.67
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 66.15 60.73 5.42 8.9% 2.41 4.0% 1% False True 3,268
10 76.25 60.73 15.52 25.5% 2.59 4.3% 0% False True 3,133
20 76.25 60.73 15.52 25.5% 2.13 3.5% 0% False True 2,932
40 108.05 60.73 47.32 77.9% 1.75 2.9% 0% False True 2,515
60 119.87 60.73 59.14 97.3% 1.50 2.5% 0% False True 1,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.89
2.618 74.62
1.618 70.78
1.000 68.41
0.618 66.94
HIGH 64.57
0.618 63.10
0.500 62.65
0.382 62.20
LOW 60.73
0.618 58.36
1.000 56.89
1.618 54.52
2.618 50.68
4.250 44.41
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 62.65 62.96
PP 62.03 62.23
S1 61.40 61.51

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

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