NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 56.60 55.76 -0.84 -1.5% 63.34
High 57.43 56.09 -1.34 -2.3% 64.57
Low 54.81 54.63 -0.18 -0.3% 54.63
Close 55.31 55.96 0.65 1.2% 55.96
Range 2.62 1.46 -1.16 -44.3% 9.94
ATR 3.39 3.25 -0.14 -4.1% 0.00
Volume 3,608 4,201 593 16.4% 16,462
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 59.94 59.41 56.76
R3 58.48 57.95 56.36
R2 57.02 57.02 56.23
R1 56.49 56.49 56.09 56.76
PP 55.56 55.56 55.56 55.69
S1 55.03 55.03 55.83 55.30
S2 54.10 54.10 55.69
S3 52.64 53.57 55.56
S4 51.18 52.11 55.16
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 88.21 82.02 61.43
R3 78.27 72.08 58.69
R2 68.33 68.33 57.78
R1 62.14 62.14 56.87 60.27
PP 58.39 58.39 58.39 57.45
S1 52.20 52.20 55.05 50.33
S2 48.45 48.45 54.14
S3 38.51 42.26 53.23
S4 28.57 32.32 50.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.57 54.63 9.94 17.8% 2.23 4.0% 13% False True 3,292
10 70.85 54.63 16.22 29.0% 2.44 4.4% 8% False True 3,163
20 76.25 54.63 21.62 38.6% 2.23 4.0% 6% False True 3,146
40 102.25 54.63 47.62 85.1% 1.86 3.3% 3% False True 2,761
60 118.21 54.63 63.58 113.6% 1.62 2.9% 2% False True 2,069
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.30
2.618 59.91
1.618 58.45
1.000 57.55
0.618 56.99
HIGH 56.09
0.618 55.53
0.500 55.36
0.382 55.19
LOW 54.63
0.618 53.73
1.000 53.17
1.618 52.27
2.618 50.81
4.250 48.43
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 55.76 57.71
PP 55.56 57.12
S1 55.36 56.54

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

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