NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 66.27 63.75 -2.52 -3.8% 70.40
High 66.38 63.75 -2.63 -4.0% 76.95
Low 65.85 62.71 -3.14 -4.8% 67.84
Close 66.28 63.10 -3.18 -4.8% 68.16
Range 0.53 1.04 0.51 96.2% 9.11
ATR 3.46 3.47 0.01 0.2% 0.00
Volume 1,030 1,251 221 21.5% 7,135
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 66.31 65.74 63.67
R3 65.27 64.70 63.39
R2 64.23 64.23 63.29
R1 63.66 63.66 63.20 63.43
PP 63.19 63.19 63.19 63.07
S1 62.62 62.62 63.00 62.39
S2 62.15 62.15 62.91
S3 61.11 61.58 62.81
S4 60.07 60.54 62.53
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 71.56 62.71 8.85 14.0% 1.97 3.1% 4% False True 960
10 76.95 62.71 14.24 22.6% 2.02 3.2% 3% False True 1,847
20 79.03 62.71 16.32 25.9% 1.72 2.7% 2% False True 1,753
40 109.67 62.71 46.96 74.4% 1.17 1.9% 1% False True 1,267
60 123.71 62.71 61.00 96.7% 0.96 1.5% 1% False True 972
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.17
2.618 66.47
1.618 65.43
1.000 64.79
0.618 64.39
HIGH 63.75
0.618 63.35
0.500 63.23
0.382 63.11
LOW 62.71
0.618 62.07
1.000 61.67
1.618 61.03
2.618 59.99
4.250 58.29
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 63.23 67.14
PP 63.19 65.79
S1 63.14 64.45

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

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