NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 58.24 59.50 1.26 2.2% 65.09
High 62.05 59.50 -2.55 -4.1% 65.09
Low 58.24 59.50 1.26 2.2% 56.35
Close 61.35 58.32 -3.03 -4.9% 56.85
Range 3.81 0.00 -3.81 -100.0% 8.74
ATR 2.96 2.88 -0.08 -2.7% 0.00
Volume 2,303 4,009 1,706 74.1% 9,215
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 59.11 58.71 58.32
R3 59.11 58.71 58.32
R2 59.11 59.11 58.32
R1 58.71 58.71 58.32 58.91
PP 59.11 59.11 59.11 59.21
S1 58.71 58.71 58.32 58.91
S2 59.11 59.11 58.32
S3 59.11 58.71 58.32
S4 59.11 58.71 58.32
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 62.05 56.35 5.70 9.8% 1.20 2.1% 35% False False 2,405
10 65.27 56.35 8.92 15.3% 1.36 2.3% 22% False False 2,000
20 76.95 56.35 20.60 35.3% 1.79 3.1% 10% False False 1,972
40 99.90 56.35 43.55 74.7% 1.41 2.4% 5% False False 1,646
60 113.14 56.35 56.79 97.4% 1.17 2.0% 3% False False 1,219
80 123.71 56.35 67.36 115.5% 0.88 1.5% 3% False False 990
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 0.09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 59.50
2.618 59.50
1.618 59.50
1.000 59.50
0.618 59.50
HIGH 59.50
0.618 59.50
0.500 59.50
0.382 59.50
LOW 59.50
0.618 59.50
1.000 59.50
1.618 59.50
2.618 59.50
4.250 59.50
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 59.50 59.20
PP 59.11 58.91
S1 58.71 58.61

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

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