NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 61.43 63.20 1.77 2.9% 68.00
High 63.53 66.39 2.86 4.5% 72.37
Low 60.74 60.20 -0.54 -0.9% 60.74
Close 61.87 63.27 1.40 2.3% 61.87
Range 2.79 6.19 3.40 121.9% 11.63
ATR 5.47 5.52 0.05 0.9% 0.00
Volume 87,869 85,123 -2,746 -3.1% 355,085
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 81.86 78.75 66.67
R3 75.67 72.56 64.97
R2 69.48 69.48 64.40
R1 66.37 66.37 63.84 67.93
PP 63.29 63.29 63.29 64.06
S1 60.18 60.18 62.70 61.74
S2 57.10 57.10 62.14
S3 50.91 53.99 61.57
S4 44.72 47.80 59.87
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 60.20 12.17 19.2% 5.77 9.1% 25% False True 73,736
10 72.37 60.20 12.17 19.2% 5.54 8.7% 25% False True 66,436
20 85.58 60.20 25.38 40.1% 5.38 8.5% 12% False True 56,604
40 109.36 60.20 49.16 77.7% 5.49 8.7% 6% False True 46,289
60 123.22 60.20 63.02 99.6% 5.12 8.1% 5% False True 34,630
80 134.05 60.20 73.85 116.7% 4.79 7.6% 4% False True 27,911
100 148.35 60.20 88.15 139.3% 4.49 7.1% 3% False True 23,111
120 148.35 60.20 88.15 139.3% 4.21 6.7% 3% False True 19,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.70
2.618 82.60
1.618 76.41
1.000 72.58
0.618 70.22
HIGH 66.39
0.618 64.03
0.500 63.30
0.382 62.56
LOW 60.20
0.618 56.37
1.000 54.01
1.618 50.18
2.618 43.99
4.250 33.89
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 63.30 63.30
PP 63.29 63.29
S1 63.28 63.28

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

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