NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 73.85 69.47 -4.38 -5.9% 65.15
High 73.88 69.59 -4.29 -5.8% 71.81
Low 69.53 65.02 -4.51 -6.5% 64.55
Close 69.59 65.24 -4.35 -6.3% 71.18
Range 4.35 4.57 0.22 5.1% 7.26
ATR 3.97 4.01 0.04 1.1% 0.00
Volume 8,889 10,396 1,507 17.0% 31,312
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 80.33 77.35 67.75
R3 75.76 72.78 66.50
R2 71.19 71.19 66.08
R1 68.21 68.21 65.66 67.42
PP 66.62 66.62 66.62 66.22
S1 63.64 63.64 64.82 62.85
S2 62.05 62.05 64.40
S3 57.48 59.07 63.98
S4 52.91 54.50 62.73
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 65.02 10.08 15.5% 4.74 7.3% 2% False True 7,442
10 75.10 64.55 10.55 16.2% 3.45 5.3% 7% False False 6,550
20 86.05 64.55 21.50 33.0% 3.24 5.0% 3% False False 5,103
40 109.58 64.55 45.03 69.0% 2.38 3.7% 2% False False 3,650
60 123.71 64.55 59.16 90.7% 1.66 2.5% 1% False False 2,868
80 137.24 64.55 72.69 111.4% 1.35 2.1% 1% False False 2,338
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.01
2.618 81.55
1.618 76.98
1.000 74.16
0.618 72.41
HIGH 69.59
0.618 67.84
0.500 67.31
0.382 66.77
LOW 65.02
0.618 62.20
1.000 60.45
1.618 57.63
2.618 53.06
4.250 45.60
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 67.31 70.06
PP 66.62 68.45
S1 65.93 66.85

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

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