NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	65.82	61.43	-4.39	-6.7%	68.00
High	66.14	63.53	-2.61	-3.9%	72.37
Low	60.91	60.74	-0.17	-0.3%	60.74
Close	61.47	61.87	0.40	0.7%	61.87
Range	5.23	2.79	-2.44	-46.7%	11.63
ATR	5.67	5.47	-0.21	-3.6%	0.00
Volume	63,261	87,869	24,608	38.9%	355,085

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	70.42	68.93	63.40
R3	67.63	66.14	62.64
R2	64.84	64.84	62.38
R1	63.35	63.35	62.13	64.10
PP	62.05	62.05	62.05	62.42
S1	60.56	60.56	61.61	61.31
S2	59.26	59.26	61.36
S3	56.47	57.77	61.10
S4	53.68	54.98	60.34

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	99.88	92.51	68.27
R3	88.25	80.88	65.07
R2	76.62	76.62	64.00
R1	69.25	69.25	62.94	67.12
PP	64.99	64.99	64.99	63.93
S1	57.62	57.62	60.80	55.49
S2	53.36	53.36	59.74
S3	41.73	45.99	58.67
S4	30.10	34.36	55.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.37	60.74	11.63	18.8%	5.62	9.1%	10%	False	True	71,017
10	72.37	60.74	11.63	18.8%	5.36	8.7%	10%	False	True	63,942
20	85.58	60.74	24.84	40.1%	5.23	8.4%	5%	False	True	54,975
40	109.36	60.74	48.62	78.6%	5.50	8.9%	2%	False	True	44,609
60	123.22	60.74	62.48	101.0%	5.06	8.2%	2%	False	True	33,303
80	134.20	60.74	73.46	118.7%	4.76	7.7%	2%	False	True	26,916
100	148.35	60.74	87.61	141.6%	4.45	7.2%	1%	False	True	22,287
120	148.35	60.74	87.61	141.6%	4.21	6.8%	1%	False	True	19,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.20
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	75.39
2.618	70.83
1.618	68.04
1.000	66.32
0.618	65.25
HIGH	63.53
0.618	62.46
0.500	62.14
0.382	61.81
LOW	60.74
0.618	59.02
1.000	57.95
1.618	56.23
2.618	53.44
4.250	48.88

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	62.14	65.84
PP	62.05	64.52
S1	61.96	63.19

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols