NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 64.81 68.59 3.78 5.8% 69.16
High 66.50 69.72 3.22 4.8% 75.10
Low 64.60 64.50 -0.10 -0.2% 64.60
Close 65.61 66.79 1.18 1.8% 65.61
Range 1.90 5.22 3.32 174.7% 10.50
ATR 3.86 3.96 0.10 2.5% 0.00
Volume 6,925 5,433 -1,492 -21.5% 36,865
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.66 79.95 69.66
R3 77.44 74.73 68.23
R2 72.22 72.22 67.75
R1 69.51 69.51 67.27 68.26
PP 67.00 67.00 67.00 66.38
S1 64.29 64.29 66.31 63.04
S2 61.78 61.78 65.83
S3 56.56 59.07 65.35
S4 51.34 53.85 63.92
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.94 93.27 71.39
R3 89.44 82.77 68.50
R2 78.94 78.94 67.54
R1 72.27 72.27 66.57 70.36
PP 68.44 68.44 68.44 67.48
S1 61.77 61.77 64.65 59.86
S2 57.94 57.94 63.69
S3 47.44 51.27 62.72
S4 36.94 40.77 59.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.10 64.50 10.60 15.9% 4.88 7.3% 22% False True 7,430
10 75.10 64.50 10.60 15.9% 4.11 6.2% 22% False True 6,538
20 86.05 64.50 21.55 32.3% 3.37 5.0% 11% False True 5,367
40 109.58 64.50 45.08 67.5% 2.50 3.7% 5% False True 3,901
60 123.71 64.50 59.21 88.7% 1.77 2.6% 4% False True 3,059
80 133.68 64.50 69.18 103.6% 1.40 2.1% 3% False True 2,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.91
2.618 83.39
1.618 78.17
1.000 74.94
0.618 72.95
HIGH 69.72
0.618 67.73
0.500 67.11
0.382 66.49
LOW 64.50
0.618 61.27
1.000 59.28
1.618 56.05
2.618 50.83
4.250 42.32
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 67.11 67.11
PP 67.00 67.00
S1 66.90 66.90

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

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