NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 60.60 56.60 -4.00 -6.6% 70.35
High 60.78 57.43 -3.35 -5.5% 70.85
Low 58.95 54.81 -4.14 -7.0% 61.55
Close 59.58 55.31 -4.27 -7.2% 62.98
Range 1.83 2.62 0.79 43.2% 9.30
ATR 3.29 3.39 0.11 3.2% 0.00
Volume 2,791 3,608 817 29.3% 15,174
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 63.71 62.13 56.75
R3 61.09 59.51 56.03
R2 58.47 58.47 55.79
R1 56.89 56.89 55.55 56.37
PP 55.85 55.85 55.85 55.59
S1 54.27 54.27 55.07 53.75
S2 53.23 53.23 54.83
S3 50.61 51.65 54.59
S4 47.99 49.03 53.87
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 64.57 54.81 9.76 17.6% 2.28 4.1% 5% False True 3,421
10 70.85 54.81 16.04 29.0% 2.38 4.3% 3% False True 3,091
20 76.25 54.81 21.44 38.8% 2.21 4.0% 2% False True 3,074
40 107.23 54.81 52.42 94.8% 1.82 3.3% 1% False True 2,665
60 118.21 54.81 63.40 114.6% 1.60 2.9% 1% False True 2,006
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 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.57
2.618 64.29
1.618 61.67
1.000 60.05
0.618 59.05
HIGH 57.43
0.618 56.43
0.500 56.12
0.382 55.81
LOW 54.81
0.618 53.19
1.000 52.19
1.618 50.57
2.618 47.95
4.250 43.68
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 56.12 57.96
PP 55.85 57.07
S1 55.58 56.19

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

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