NYMEX Light Sweet Crude Oil Future May 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 68.59 65.96 -2.63 -3.8% 69.16
High 69.72 65.96 -3.76 -5.4% 75.10
Low 64.50 63.16 -1.34 -2.1% 64.60
Close 66.79 63.84 -2.95 -4.4% 65.61
Range 5.22 2.80 -2.42 -46.4% 10.50
ATR 3.96 3.93 -0.02 -0.6% 0.00
Volume 5,433 7,150 1,717 31.6% 36,865
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.72 71.08 65.38
R3 69.92 68.28 64.61
R2 67.12 67.12 64.35
R1 65.48 65.48 64.10 64.90
PP 64.32 64.32 64.32 64.03
S1 62.68 62.68 63.58 62.10
S2 61.52 61.52 63.33
S3 58.72 59.88 63.07
S4 55.92 57.08 62.30
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 73.88 63.16 10.72 16.8% 3.77 5.9% 6% False True 7,758
10 75.10 63.16 11.94 18.7% 4.16 6.5% 6% False True 6,868
20 80.05 63.16 16.89 26.5% 3.27 5.1% 4% False True 5,527
40 109.58 63.16 46.42 72.7% 2.57 4.0% 1% False True 4,037
60 123.71 63.16 60.55 94.8% 1.81 2.8% 1% False True 3,172
80 131.00 63.16 67.84 106.3% 1.43 2.2% 1% False True 2,530
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.86
2.618 73.29
1.618 70.49
1.000 68.76
0.618 67.69
HIGH 65.96
0.618 64.89
0.500 64.56
0.382 64.23
LOW 63.16
0.618 61.43
1.000 60.36
1.618 58.63
2.618 55.83
4.250 51.26
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 64.56 66.44
PP 64.32 65.57
S1 64.08 64.71

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

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