NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 60.99 57.36 -3.63 -6.0% 71.56
High 60.99 58.00 -2.99 -4.9% 71.56
Low 60.58 56.66 -3.92 -6.5% 62.71
Close 60.45 56.22 -4.23 -7.0% 63.83
Range 0.41 1.34 0.93 226.8% 8.85
ATR 2.90 2.96 0.06 2.2% 0.00
Volume 1,842 1,933 91 4.9% 6,298
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 60.98 59.94 56.96
R3 59.64 58.60 56.59
R2 58.30 58.30 56.47
R1 57.26 57.26 56.34 57.11
PP 56.96 56.96 56.96 56.89
S1 55.92 55.92 56.10 55.77
S2 55.62 55.62 55.97
S3 54.28 54.58 55.85
S4 52.94 53.24 55.48
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 65.09 56.66 8.43 15.0% 1.19 2.1% -5% False True 1,787
10 71.56 56.66 14.90 26.5% 1.54 2.7% -3% False True 1,433
20 76.95 56.66 20.29 36.1% 1.78 3.2% -2% False True 1,901
40 107.20 56.66 50.54 89.9% 1.38 2.5% -1% False True 1,481
60 118.25 56.66 61.59 109.6% 1.10 2.0% -1% False True 1,091
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.70
2.618 61.51
1.618 60.17
1.000 59.34
0.618 58.83
HIGH 58.00
0.618 57.49
0.500 57.33
0.382 57.17
LOW 56.66
0.618 55.83
1.000 55.32
1.618 54.49
2.618 53.15
4.250 50.97
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 57.33 59.18
PP 56.96 58.19
S1 56.59 57.21

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

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