NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 63.65 59.95 -3.70 -5.8% 69.16
High 64.10 63.71 -0.39 -0.6% 75.10
Low 60.25 59.48 -0.77 -1.3% 64.60
Close 60.62 62.83 2.21 3.6% 65.61
Range 3.85 4.23 0.38 9.9% 10.50
ATR 3.93 3.95 0.02 0.6% 0.00
Volume 4,803 4,842 39 0.8% 36,865
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.70 72.99 65.16
R3 70.47 68.76 63.99
R2 66.24 66.24 63.61
R1 64.53 64.53 63.22 65.39
PP 62.01 62.01 62.01 62.43
S1 60.30 60.30 62.44 61.16
S2 57.78 57.78 62.05
S3 53.55 56.07 61.67
S4 49.32 51.84 60.50
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 69.72 59.48 10.24 16.3% 3.60 5.7% 33% False True 5,830
10 75.10 59.48 15.62 24.9% 4.17 6.6% 21% False True 6,636
20 76.16 59.48 16.68 26.5% 3.31 5.3% 20% False True 5,761
40 109.58 59.48 50.10 79.7% 2.65 4.2% 7% False True 4,127
60 123.71 59.48 64.23 102.2% 1.95 3.1% 5% False True 3,321
80 127.10 59.48 67.62 107.6% 1.53 2.4% 5% False True 2,637
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.69
2.618 74.78
1.618 70.55
1.000 67.94
0.618 66.32
HIGH 63.71
0.618 62.09
0.500 61.60
0.382 61.10
LOW 59.48
0.618 56.87
1.000 55.25
1.618 52.64
2.618 48.41
4.250 41.50
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 62.42 62.79
PP 62.01 62.76
S1 61.60 62.72

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

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