NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 67.84 71.56 3.72 5.5% 70.40
High 68.23 71.56 3.33 4.9% 76.95
Low 67.84 66.49 -1.35 -2.0% 67.84
Close 68.16 69.06 0.90 1.3% 68.16
Range 0.39 5.07 4.68 1,200.0% 9.11
ATR 3.36 3.48 0.12 3.6% 0.00
Volume 761 793 32 4.2% 7,135
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 84.25 81.72 71.85
R3 79.18 76.65 70.45
R2 74.11 74.11 69.99
R1 71.58 71.58 69.52 70.31
PP 69.04 69.04 69.04 68.40
S1 66.51 66.51 68.60 65.24
S2 63.97 63.97 68.13
S3 58.90 61.44 67.67
S4 53.83 56.37 66.27
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 66.49 10.46 15.1% 3.05 4.4% 25% False True 1,411
10 76.95 66.49 10.46 15.1% 2.16 3.1% 25% False True 1,915
20 83.75 66.49 17.26 25.0% 1.76 2.6% 15% False True 1,699
40 109.67 66.49 43.18 62.5% 1.25 1.8% 6% False True 1,222
60 123.71 66.49 57.22 82.9% 0.94 1.4% 4% False True 937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.11
2.618 84.83
1.618 79.76
1.000 76.63
0.618 74.69
HIGH 71.56
0.618 69.62
0.500 69.03
0.382 68.43
LOW 66.49
0.618 63.36
1.000 61.42
1.618 58.29
2.618 53.22
4.250 44.94
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 69.05 69.05
PP 69.04 69.04
S1 69.03 69.03

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

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