NYMEX Light Sweet Crude Oil Future January 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	62.95	59.75	-3.20	-5.1%	68.00
High	62.95	60.34	-2.61	-4.1%	72.37
Low	59.18	56.41	-2.77	-4.7%	60.74
Close	60.22	57.03	-3.19	-5.3%	61.87
Range	3.77	3.93	0.16	4.2%	11.63
ATR	5.42	5.31	-0.11	-2.0%	0.00
Volume	109,206	87,311	-21,895	-20.0%	355,085

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	69.72	67.30	59.19
R3	65.79	63.37	58.11
R2	61.86	61.86	57.75
R1	59.44	59.44	57.39	58.69
PP	57.93	57.93	57.93	57.55
S1	55.51	55.51	56.67	54.76
S2	54.00	54.00	56.31
S3	50.07	51.58	55.95
S4	46.14	47.65	54.87

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	66.39	56.41	9.98	17.5%	4.38	7.7%	6%	False	True	86,554
10	72.37	56.41	15.96	28.0%	5.40	9.5%	4%	False	True	77,573
20	76.45	56.41	20.04	35.1%	5.16	9.0%	3%	False	True	62,514
40	109.36	56.41	52.95	92.8%	5.45	9.6%	1%	False	True	49,575
60	123.22	56.41	66.81	117.1%	5.11	9.0%	1%	False	True	37,730
80	130.29	56.41	73.88	129.5%	4.78	8.4%	1%	False	True	30,260
100	148.35	56.41	91.94	161.2%	4.55	8.0%	1%	False	True	25,045
120	148.35	56.41	91.94	161.2%	4.25	7.5%	1%	False	True	21,267

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	1.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.04
2.618	70.63
1.618	66.70
1.000	64.27
0.618	62.77
HIGH	60.34
0.618	58.84
0.500	58.38
0.382	57.91
LOW	56.41
0.618	53.98
1.000	52.48
1.618	50.05
2.618	46.12
4.250	39.71

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	58.38	61.40
PP	57.93	59.94
S1	57.48	58.49

Download as Excel Spreadsheet

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

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