NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 72.08 70.50 -1.58 -2.2% 67.00
High 72.08 70.92 -1.16 -1.6% 73.00
Low 72.08 68.08 -4.00 -5.5% 66.53
Close 72.00 67.89 -4.11 -5.7% 72.77
Range 0.00 2.84 2.84 6.47
ATR 3.56 3.59 0.03 0.7% 0.00
Volume 1,859 966 -893 -48.0% 14,367
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 77.48 75.53 69.45
R3 74.64 72.69 68.67
R2 71.80 71.80 68.41
R1 69.85 69.85 68.15 69.41
PP 68.96 68.96 68.96 68.74
S1 67.01 67.01 67.63 66.57
S2 66.12 66.12 67.37
S3 63.28 64.17 67.11
S4 60.44 61.33 66.33
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.18 87.94 76.33
R3 83.71 81.47 74.55
R2 77.24 77.24 73.96
R1 75.00 75.00 73.36 76.12
PP 70.77 70.77 70.77 71.33
S1 68.53 68.53 72.18 69.65
S2 64.30 64.30 71.58
S3 57.83 62.06 70.99
S4 51.36 55.59 69.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.95 68.08 8.87 13.1% 2.29 3.4% -2% False True 2,728
10 76.95 66.53 10.42 15.3% 2.03 3.0% 13% False False 2,368
20 84.82 66.53 18.29 26.9% 1.59 2.3% 7% False False 1,686
40 109.67 66.53 43.14 63.5% 1.25 1.8% 3% False False 1,188
60 123.71 66.53 57.18 84.2% 0.85 1.2% 2% False False 911
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.99
2.618 78.36
1.618 75.52
1.000 73.76
0.618 72.68
HIGH 70.92
0.618 69.84
0.500 69.50
0.382 69.16
LOW 68.08
0.618 66.32
1.000 65.24
1.618 63.48
2.618 60.64
4.250 56.01
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 69.50 72.52
PP 68.96 70.97
S1 68.43 69.43

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

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