NYMEX Light Sweet Crude Oil Future March 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 67.60 62.86 -4.74 -7.0% 69.38
High 67.60 65.12 -2.48 -3.7% 73.54
Low 62.80 62.85 0.05 0.1% 62.80
Close 63.33 63.76 0.43 0.7% 63.76
Range 4.80 2.27 -2.53 -52.7% 10.74
ATR 5.25 5.04 -0.21 -4.1% 0.00
Volume 14,608 17,085 2,477 17.0% 69,231
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.72 69.51 65.01
R3 68.45 67.24 64.38
R2 66.18 66.18 64.18
R1 64.97 64.97 63.97 65.58
PP 63.91 63.91 63.91 64.21
S1 62.70 62.70 63.55 63.31
S2 61.64 61.64 63.34
S3 59.37 60.43 63.14
S4 57.10 58.16 62.51
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.92 92.08 69.67
R3 88.18 81.34 66.71
R2 77.44 77.44 65.73
R1 70.60 70.60 64.74 68.65
PP 66.70 66.70 66.70 65.73
S1 59.86 59.86 62.78 57.91
S2 55.96 55.96 61.79
S3 45.22 49.12 60.81
S4 34.48 38.38 57.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.54 62.80 10.74 16.8% 5.19 8.1% 9% False False 13,846
10 73.54 62.76 10.78 16.9% 4.93 7.7% 9% False False 14,327
20 86.05 62.76 23.29 36.5% 4.77 7.5% 4% False False 12,400
40 111.00 62.76 48.24 75.7% 4.99 7.8% 2% False False 9,767
60 123.30 62.76 60.54 94.9% 4.37 6.9% 2% False False 7,719
80 133.67 62.76 70.91 111.2% 3.83 6.0% 1% False False 6,340
100 148.35 62.76 85.59 134.2% 3.38 5.3% 1% False False 5,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 74.77
2.618 71.06
1.618 68.79
1.000 67.39
0.618 66.52
HIGH 65.12
0.618 64.25
0.500 63.99
0.382 63.72
LOW 62.85
0.618 61.45
1.000 60.58
1.618 59.18
2.618 56.91
4.250 53.20
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 63.99 67.40
PP 63.91 66.19
S1 63.84 64.97

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

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