NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 68.04 69.16 1.12 1.6% 65.15
High 71.60 69.98 -1.62 -2.3% 71.81
Low 67.10 68.05 0.95 1.4% 64.55
Close 71.18 67.43 -3.75 -5.3% 71.18
Range 4.50 1.93 -2.57 -57.1% 7.26
ATR 3.58 3.55 -0.03 -0.9% 0.00
Volume 7,270 5,146 -2,124 -29.2% 31,312
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.28 72.78 68.49
R3 72.35 70.85 67.96
R2 70.42 70.42 67.78
R1 68.92 68.92 67.61 68.71
PP 68.49 68.49 68.49 68.38
S1 66.99 66.99 67.25 66.78
S2 66.56 66.56 67.08
S3 64.63 65.06 66.90
S4 62.70 63.13 66.37
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.96 88.33 75.17
R3 83.70 81.07 73.18
R2 76.44 76.44 72.51
R1 73.81 73.81 71.85 75.13
PP 69.18 69.18 69.18 69.84
S1 66.55 66.55 70.51 67.87
S2 61.92 61.92 69.85
S3 54.66 59.29 69.18
S4 47.40 52.03 67.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.81 64.55 7.26 10.8% 3.34 5.0% 40% False False 5,645
10 74.24 64.55 9.69 14.4% 2.63 3.9% 30% False False 5,005
20 90.77 64.55 26.22 38.9% 2.72 4.0% 11% False False 4,323
40 109.58 64.55 45.03 66.8% 1.97 2.9% 6% False False 3,131
60 123.71 64.55 59.16 87.7% 1.43 2.1% 5% False False 2,487
80 146.69 64.55 82.14 121.8% 1.13 1.7% 4% False False 2,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.18
2.618 75.03
1.618 73.10
1.000 71.91
0.618 71.17
HIGH 69.98
0.618 69.24
0.500 69.02
0.382 68.79
LOW 68.05
0.618 66.86
1.000 66.12
1.618 64.93
2.618 63.00
4.250 59.85
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 69.02 69.35
PP 68.49 68.71
S1 67.96 68.07

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

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