NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 63.10 63.83 0.73 1.2% 71.56
High 65.27 63.83 -1.44 -2.2% 71.56
Low 62.86 63.83 0.97 1.5% 62.71
Close 65.30 63.83 -1.47 -2.3% 63.83
Range 2.41 0.00 -2.41 -100.0% 8.85
ATR 3.39 3.26 -0.14 -4.0% 0.00
Volume 1,564 1,660 96 6.1% 6,298
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 63.83 63.83 63.83
R3 63.83 63.83 63.83
R2 63.83 63.83 63.83
R1 63.83 63.83 63.83 63.83
PP 63.83 63.83 63.83 63.83
S1 63.83 63.83 63.83 63.83
S2 63.83 63.83 63.83
S3 63.83 63.83 63.83
S4 63.83 63.83 63.83
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.58 87.06 68.70
R3 83.73 78.21 66.26
R2 74.88 74.88 65.45
R1 69.36 69.36 64.64 67.70
PP 66.03 66.03 66.03 65.20
S1 60.51 60.51 63.02 58.85
S2 57.18 57.18 62.21
S3 48.33 51.66 61.40
S4 39.48 42.81 58.96
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 13.9% 1.81 2.8% 13% False False 1,259
10 76.95 62.71 14.24 22.3% 1.99 3.1% 8% False False 1,343
20 79.03 62.71 16.32 25.6% 1.77 2.8% 7% False False 1,819
40 109.67 62.71 46.96 73.6% 1.23 1.9% 2% False False 1,323
60 119.89 62.71 57.18 89.6% 1.01 1.6% 2% False False 1,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 63.83
2.618 63.83
1.618 63.83
1.000 63.83
0.618 63.83
HIGH 63.83
0.618 63.83
0.500 63.83
0.382 63.83
LOW 63.83
0.618 63.83
1.000 63.83
1.618 63.83
2.618 63.83
4.250 63.83
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 63.83 63.99
PP 63.83 63.94
S1 63.83 63.88

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

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