NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 69.16 67.38 -1.78 -2.6% 65.15
High 69.98 75.10 5.12 7.3% 71.81
Low 68.05 66.73 -1.32 -1.9% 64.55
Close 67.43 74.46 7.03 10.4% 71.18
Range 1.93 8.37 6.44 333.7% 7.26
ATR 3.55 3.89 0.34 9.7% 0.00
Volume 5,146 5,509 363 7.1% 31,312
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 97.21 94.20 79.06
R3 88.84 85.83 76.76
R2 80.47 80.47 75.99
R1 77.46 77.46 75.23 78.97
PP 72.10 72.10 72.10 72.85
S1 69.09 69.09 73.69 70.60
S2 63.73 63.73 72.93
S3 55.36 60.72 72.16
S4 46.99 52.35 69.86
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 75.10 66.73 8.37 11.2% 4.56 6.1% 92% True True 5,977
10 75.10 64.55 10.55 14.2% 3.36 4.5% 94% True False 5,276
20 89.32 64.55 24.77 33.3% 3.02 4.1% 40% False False 4,495
40 109.58 64.55 45.03 60.5% 2.18 2.9% 22% False False 3,233
60 123.71 64.55 59.16 79.5% 1.53 2.1% 17% False False 2,570
80 139.45 64.55 74.90 100.6% 1.24 1.7% 13% False False 2,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 110.67
2.618 97.01
1.618 88.64
1.000 83.47
0.618 80.27
HIGH 75.10
0.618 71.90
0.500 70.92
0.382 69.93
LOW 66.73
0.618 61.56
1.000 58.36
1.618 53.19
2.618 44.82
4.250 31.16
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 73.28 73.28
PP 72.10 72.10
S1 70.92 70.92

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

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