NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 57.52 58.92 1.40 2.4% 63.34
High 61.15 59.02 -2.13 -3.5% 64.57
Low 56.38 57.24 0.86 1.5% 54.63
Close 60.48 57.40 -3.08 -5.1% 55.96
Range 4.77 1.78 -2.99 -62.7% 9.94
ATR 3.39 3.38 -0.01 -0.3% 0.00
Volume 3,651 4,869 1,218 33.4% 16,462
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 63.23 62.09 58.38
R3 61.45 60.31 57.89
R2 59.67 59.67 57.73
R1 58.53 58.53 57.56 58.21
PP 57.89 57.89 57.89 57.73
S1 56.75 56.75 57.24 56.43
S2 56.11 56.11 57.07
S3 54.33 54.97 56.91
S4 52.55 53.19 56.42
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 61.15 54.63 6.52 11.4% 2.49 4.3% 42% False False 3,824
10 65.19 54.63 10.56 18.4% 2.48 4.3% 26% False False 3,586
20 76.25 54.63 21.62 37.7% 2.33 4.1% 13% False False 3,167
40 99.62 54.63 44.99 78.4% 2.01 3.5% 6% False False 2,865
60 113.00 54.63 58.37 101.7% 1.67 2.9% 5% False False 2,192
80 123.73 54.63 69.10 120.4% 1.35 2.3% 4% False False 1,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.59
2.618 63.68
1.618 61.90
1.000 60.80
0.618 60.12
HIGH 59.02
0.618 58.34
0.500 58.13
0.382 57.92
LOW 57.24
0.618 56.14
1.000 55.46
1.618 54.36
2.618 52.58
4.250 49.68
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 58.13 57.89
PP 57.89 57.73
S1 57.64 57.56

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

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