NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 60.75 60.60 -0.15 -0.2% 70.35
High 61.10 60.78 -0.32 -0.5% 70.85
Low 59.69 58.95 -0.74 -1.2% 61.55
Close 59.79 59.58 -0.21 -0.4% 62.98
Range 1.41 1.83 0.42 29.8% 9.30
ATR 3.40 3.29 -0.11 -3.3% 0.00
Volume 2,567 2,791 224 8.7% 15,174
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 65.26 64.25 60.59
R3 63.43 62.42 60.08
R2 61.60 61.60 59.92
R1 60.59 60.59 59.75 60.18
PP 59.77 59.77 59.77 59.57
S1 58.76 58.76 59.41 58.35
S2 57.94 57.94 59.24
S3 56.11 56.93 59.08
S4 54.28 55.10 58.57
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 58.95 6.24 10.5% 2.48 4.2% 10% False True 3,202
10 70.85 58.95 11.90 20.0% 2.43 4.1% 5% False True 2,999
20 76.25 58.95 17.30 29.0% 2.13 3.6% 4% False True 2,989
40 108.05 58.95 49.10 82.4% 1.82 3.1% 1% False True 2,597
60 119.87 58.95 60.92 102.2% 1.55 2.6% 1% False True 1,950
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.56
2.618 65.57
1.618 63.74
1.000 62.61
0.618 61.91
HIGH 60.78
0.618 60.08
0.500 59.87
0.382 59.65
LOW 58.95
0.618 57.82
1.000 57.12
1.618 55.99
2.618 54.16
4.250 51.17
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 59.87 61.76
PP 59.77 61.03
S1 59.68 60.31

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

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