NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 70.50 67.84 -2.66 -3.8% 70.40
High 70.92 68.23 -2.69 -3.8% 76.95
Low 68.08 67.84 -0.24 -0.4% 67.84
Close 67.89 68.16 0.27 0.4% 68.16
Range 2.84 0.39 -2.45 -86.3% 9.11
ATR 3.59 3.36 -0.23 -6.4% 0.00
Volume 966 761 -205 -21.2% 7,135
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.25 69.09 68.37
R3 68.86 68.70 68.27
R2 68.47 68.47 68.23
R1 68.31 68.31 68.20 68.39
PP 68.08 68.08 68.08 68.12
S1 67.92 67.92 68.12 68.00
S2 67.69 67.69 68.09
S3 67.30 67.53 68.05
S4 66.91 67.14 67.95
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.31 92.35 73.17
R3 89.20 83.24 70.67
R2 80.09 80.09 69.83
R1 74.13 74.13 69.00 72.56
PP 70.98 70.98 70.98 70.20
S1 65.02 65.02 67.32 63.45
S2 61.87 61.87 66.49
S3 52.76 55.91 65.65
S4 43.65 46.80 63.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.95 67.84 9.11 13.4% 2.17 3.2% 4% False True 1,427
10 76.95 66.53 10.42 15.3% 1.89 2.8% 16% False False 2,150
20 84.82 66.53 18.29 26.8% 1.51 2.2% 9% False False 1,703
40 109.67 66.53 43.14 63.3% 1.26 1.8% 4% False False 1,206
60 123.71 66.53 57.18 83.9% 0.85 1.3% 3% False False 924
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 True
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.89
2.618 69.25
1.618 68.86
1.000 68.62
0.618 68.47
HIGH 68.23
0.618 68.08
0.500 68.04
0.382 67.99
LOW 67.84
0.618 67.60
1.000 67.45
1.618 67.21
2.618 66.82
4.250 66.18
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 68.12 69.96
PP 68.08 69.36
S1 68.04 68.76

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

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