NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 63.34 60.75 -2.59 -4.1% 70.35
High 64.57 61.10 -3.47 -5.4% 70.85
Low 60.73 59.69 -1.04 -1.7% 61.55
Close 60.78 59.79 -0.99 -1.6% 62.98
Range 3.84 1.41 -2.43 -63.3% 9.30
ATR 3.55 3.40 -0.15 -4.3% 0.00
Volume 3,295 2,567 -728 -22.1% 15,174
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 64.42 63.52 60.57
R3 63.01 62.11 60.18
R2 61.60 61.60 60.05
R1 60.70 60.70 59.92 60.45
PP 60.19 60.19 60.19 60.07
S1 59.29 59.29 59.66 59.04
S2 58.78 58.78 59.53
S3 57.37 57.88 59.40
S4 55.96 56.47 59.01
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 65.19 59.69 5.50 9.2% 2.47 4.1% 2% False True 3,348
10 72.11 59.69 12.42 20.8% 2.35 3.9% 1% False True 3,027
20 76.25 59.69 16.56 27.7% 2.14 3.6% 1% False True 2,970
40 108.05 59.69 48.36 80.9% 1.78 3.0% 0% False True 2,566
60 119.87 59.69 60.18 100.7% 1.52 2.5% 0% False True 1,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.57
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.09
2.618 64.79
1.618 63.38
1.000 62.51
0.618 61.97
HIGH 61.10
0.618 60.56
0.500 60.40
0.382 60.23
LOW 59.69
0.618 58.82
1.000 58.28
1.618 57.41
2.618 56.00
4.250 53.70
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 60.40 62.13
PP 60.19 61.35
S1 59.99 60.57

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

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