NYMEX Light Sweet Crude Oil Future December 2008

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	62.14	59.00	-3.14	-5.1%	67.37
High	62.28	59.50	-2.78	-4.5%	71.77
Low	58.32	55.50	-2.82	-4.8%	59.97
Close	59.33	56.16	-3.17	-5.3%	61.04
Range	3.96	4.00	0.04	1.0%	11.80
ATR	5.55	5.44	-0.11	-2.0%	0.00
Volume	286,648	258,306	-28,342	-9.9%	1,386,982

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	69.05	66.61	58.36
R3	65.05	62.61	57.26
R2	61.05	61.05	56.89
R1	58.61	58.61	56.53	57.83
PP	57.05	57.05	57.05	56.67
S1	54.61	54.61	55.79	53.83
S2	53.05	53.05	55.43
S3	49.05	50.61	55.06
S4	45.05	46.61	53.96

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	99.66	92.15	67.53
R3	87.86	80.35	64.29
R2	76.06	76.06	63.20
R1	68.55	68.55	62.12	66.41
PP	64.26	64.26	64.26	63.19
S1	56.75	56.75	59.96	54.61
S2	52.46	52.46	58.88
S3	40.66	44.95	57.80
S4	28.86	33.15	54.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	65.56	55.50	10.06	17.9%	4.52	8.1%	7%	False	True	269,097
10	71.77	55.50	16.27	29.0%	5.52	9.8%	4%	False	True	276,259
20	76.24	55.50	20.74	36.9%	5.26	9.4%	3%	False	True	252,235
40	109.74	55.50	54.24	96.6%	5.73	10.2%	1%	False	True	197,074
60	122.87	55.50	67.37	120.0%	5.46	9.7%	1%	False	True	152,148
80	130.07	55.50	74.57	132.8%	5.14	9.1%	1%	False	True	125,961
100	148.60	55.50	93.10	165.8%	5.09	9.1%	1%	False	True	108,138
120	148.60	55.50	93.10	165.8%	5.05	9.0%	1%	False	True	96,624

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	1.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.50
2.618	69.97
1.618	65.97
1.000	63.50
0.618	61.97
HIGH	59.50
0.618	57.97
0.500	57.50
0.382	57.03
LOW	55.50
0.618	53.03
1.000	51.50
1.618	49.03
2.618	45.03
4.250	38.50

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	57.50	60.53
PP	57.05	59.07
S1	56.61	57.62

Download as Excel Spreadsheet

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

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