NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 61.65 60.99 -0.66 -1.1% 71.56
High 61.70 60.99 -0.71 -1.2% 71.56
Low 61.09 60.58 -0.51 -0.8% 62.71
Close 60.57 60.45 -0.12 -0.2% 63.83
Range 0.61 0.41 -0.20 -32.8% 8.85
ATR 3.09 2.90 -0.19 -6.2% 0.00
Volume 1,638 1,842 204 12.5% 6,298
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 61.90 61.59 60.68
R3 61.49 61.18 60.56
R2 61.08 61.08 60.53
R1 60.77 60.77 60.49 60.72
PP 60.67 60.67 60.67 60.65
S1 60.36 60.36 60.41 60.31
S2 60.26 60.26 60.37
S3 59.85 59.95 60.34
S4 59.44 59.54 60.22
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 65.27 60.58 4.69 7.8% 1.40 2.3% -3% False True 1,713
10 71.56 60.58 10.98 18.2% 1.69 2.8% -1% False True 1,336
20 76.95 60.58 16.37 27.1% 1.75 2.9% -1% False True 1,840
40 108.14 60.58 47.56 78.7% 1.35 2.2% 0% False True 1,439
60 119.89 60.58 59.31 98.1% 1.08 1.8% 0% False True 1,060
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.73
2.618 62.06
1.618 61.65
1.000 61.40
0.618 61.24
HIGH 60.99
0.618 60.83
0.500 60.79
0.382 60.74
LOW 60.58
0.618 60.33
1.000 60.17
1.618 59.92
2.618 59.51
4.250 58.84
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 60.79 62.84
PP 60.67 62.04
S1 60.56 61.25

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

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