NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 71.56 66.27 -5.29 -7.4% 70.40
High 71.56 66.38 -5.18 -7.2% 76.95
Low 66.49 65.85 -0.64 -1.0% 67.84
Close 69.06 66.28 -2.78 -4.0% 68.16
Range 5.07 0.53 -4.54 -89.5% 9.11
ATR 3.48 3.46 -0.02 -0.6% 0.00
Volume 793 1,030 237 29.9% 7,135
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 67.76 67.55 66.57
R3 67.23 67.02 66.43
R2 66.70 66.70 66.38
R1 66.49 66.49 66.33 66.60
PP 66.17 66.17 66.17 66.22
S1 65.96 65.96 66.23 66.07
S2 65.64 65.64 66.18
S3 65.11 65.43 66.13
S4 64.58 64.90 65.99
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 72.08 65.85 6.23 9.4% 1.77 2.7% 7% False True 1,081
10 76.95 65.85 11.10 16.7% 2.22 3.3% 4% False True 1,944
20 79.03 65.85 13.18 19.9% 1.67 2.5% 3% False True 1,730
40 109.67 65.85 43.82 66.1% 1.26 1.9% 1% False True 1,245
60 123.71 65.85 57.86 87.3% 0.95 1.4% 1% False True 951
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.63
2.618 67.77
1.618 67.24
1.000 66.91
0.618 66.71
HIGH 66.38
0.618 66.18
0.500 66.12
0.382 66.05
LOW 65.85
0.618 65.52
1.000 65.32
1.618 64.99
2.618 64.46
4.250 63.60
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 66.23 68.71
PP 66.17 67.90
S1 66.12 67.09

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

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