NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 65.96 63.65 -2.31 -3.5% 69.16
High 65.96 64.10 -1.86 -2.8% 75.10
Low 63.16 60.25 -2.91 -4.6% 64.60
Close 63.84 60.62 -3.22 -5.0% 65.61
Range 2.80 3.85 1.05 37.5% 10.50
ATR 3.93 3.93 -0.01 -0.1% 0.00
Volume 7,150 4,803 -2,347 -32.8% 36,865
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.21 70.76 62.74
R3 69.36 66.91 61.68
R2 65.51 65.51 61.33
R1 63.06 63.06 60.97 62.36
PP 61.66 61.66 61.66 61.31
S1 59.21 59.21 60.27 58.51
S2 57.81 57.81 59.91
S3 53.96 55.36 59.56
S4 50.11 51.51 58.50
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.94 93.27 71.39
R3 89.44 82.77 68.50
R2 78.94 78.94 67.54
R1 72.27 72.27 66.57 70.36
PP 68.44 68.44 68.44 67.48
S1 61.77 61.77 64.65 59.86
S2 57.94 57.94 63.69
S3 47.44 51.27 62.72
S4 36.94 40.77 59.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.72 60.25 9.47 15.6% 3.67 6.1% 4% False True 6,941
10 75.10 60.25 14.85 24.5% 4.08 6.7% 2% False True 6,886
20 77.15 60.25 16.90 27.9% 3.32 5.5% 2% False True 5,636
40 109.58 60.25 49.33 81.4% 2.56 4.2% 1% False True 4,089
60 123.71 60.25 63.46 104.7% 1.88 3.1% 1% False True 3,247
80 127.10 60.25 66.85 110.3% 1.48 2.4% 1% False True 2,583
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.46
2.618 74.18
1.618 70.33
1.000 67.95
0.618 66.48
HIGH 64.10
0.618 62.63
0.500 62.18
0.382 61.72
LOW 60.25
0.618 57.87
1.000 56.40
1.618 54.02
2.618 50.17
4.250 43.89
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 62.18 64.99
PP 61.66 63.53
S1 61.14 62.08

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

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