NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 64.50 63.47 -1.03 -1.6% 69.38
High 68.06 63.58 -4.48 -6.6% 73.54
Low 62.56 61.03 -1.53 -2.4% 62.80
Close 65.09 62.05 -3.04 -4.7% 63.76
Range 5.50 2.55 -2.95 -53.6% 10.74
ATR 5.07 5.00 -0.07 -1.4% 0.00
Volume 12,080 17,262 5,182 42.9% 69,231
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.87 68.51 63.45
R3 67.32 65.96 62.75
R2 64.77 64.77 62.52
R1 63.41 63.41 62.28 62.82
PP 62.22 62.22 62.22 61.92
S1 60.86 60.86 61.82 60.27
S2 59.67 59.67 61.58
S3 57.12 58.31 61.35
S4 54.57 55.76 60.65
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 72.00 61.03 10.97 17.7% 3.92 6.3% 9% False True 15,170
10 73.54 61.03 12.51 20.2% 5.00 8.1% 8% False True 14,412
20 80.40 61.03 19.37 31.2% 4.75 7.7% 5% False True 12,901
40 111.00 61.03 49.97 80.5% 4.95 8.0% 2% False True 10,269
60 123.30 61.03 62.27 100.4% 4.42 7.1% 2% False True 8,123
80 132.00 61.03 70.97 114.4% 3.90 6.3% 1% False True 6,645
100 148.35 61.03 87.32 140.7% 3.44 5.5% 1% False True 5,578
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.42
2.618 70.26
1.618 67.71
1.000 66.13
0.618 65.16
HIGH 63.58
0.618 62.61
0.500 62.31
0.382 62.00
LOW 61.03
0.618 59.45
1.000 58.48
1.618 56.90
2.618 54.35
4.250 50.19
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 62.31 64.55
PP 62.22 63.71
S1 62.14 62.88

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

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