NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 57.36 56.79 -0.57 -1.0% 65.09
High 58.00 56.79 -1.21 -2.1% 65.09
Low 56.66 56.35 -0.31 -0.5% 56.35
Close 56.22 56.85 0.63 1.1% 56.85
Range 1.34 0.44 -0.90 -67.2% 8.74
ATR 2.96 2.79 -0.17 -5.8% 0.00
Volume 1,933 1,938 5 0.3% 9,215
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 57.98 57.86 57.09
R3 57.54 57.42 56.97
R2 57.10 57.10 56.93
R1 56.98 56.98 56.89 57.04
PP 56.66 56.66 56.66 56.70
S1 56.54 56.54 56.81 56.60
S2 56.22 56.22 56.77
S3 55.78 56.10 56.73
S4 55.34 55.66 56.61
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 85.65 79.99 61.66
R3 76.91 71.25 59.25
R2 68.17 68.17 58.45
R1 62.51 62.51 57.65 60.97
PP 59.43 59.43 59.43 58.66
S1 53.77 53.77 56.05 52.23
S2 50.69 50.69 55.25
S3 41.95 45.03 54.45
S4 33.21 36.29 52.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.09 56.35 8.74 15.4% 1.27 2.2% 6% False True 1,843
10 71.56 56.35 15.21 26.8% 1.54 2.7% 3% False True 1,551
20 76.95 56.35 20.60 36.2% 1.72 3.0% 2% False True 1,850
40 102.52 56.35 46.17 81.2% 1.39 2.4% 1% False True 1,508
60 118.25 56.35 61.90 108.9% 1.11 2.0% 1% False True 1,121
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.66
2.618 57.94
1.618 57.50
1.000 57.23
0.618 57.06
HIGH 56.79
0.618 56.62
0.500 56.57
0.382 56.52
LOW 56.35
0.618 56.08
1.000 55.91
1.618 55.64
2.618 55.20
4.250 54.48
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 56.76 58.67
PP 56.66 58.06
S1 56.57 57.46

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

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