NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 59.95 63.09 3.14 5.2% 68.59
High 63.71 63.11 -0.60 -0.9% 69.72
Low 59.48 60.64 1.16 2.0% 59.48
Close 62.83 61.19 -1.64 -2.6% 61.19
Range 4.23 2.47 -1.76 -41.6% 10.24
ATR 3.95 3.84 -0.11 -2.7% 0.00
Volume 4,842 5,738 896 18.5% 27,966
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 69.06 67.59 62.55
R3 66.59 65.12 61.87
R2 64.12 64.12 61.64
R1 62.65 62.65 61.42 62.15
PP 61.65 61.65 61.65 61.40
S1 60.18 60.18 60.96 59.68
S2 59.18 59.18 60.74
S3 56.71 57.71 60.51
S4 54.24 55.24 59.83
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 94.18 87.93 66.82
R3 83.94 77.69 64.01
R2 73.70 73.70 63.07
R1 67.45 67.45 62.13 65.46
PP 63.46 63.46 63.46 62.47
S1 57.21 57.21 60.25 55.22
S2 53.22 53.22 59.31
S3 42.98 46.97 58.37
S4 32.74 36.73 55.56
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 16.7% 3.71 6.1% 17% False False 5,593
10 75.10 59.48 15.62 25.5% 3.97 6.5% 11% False False 6,483
20 75.91 59.48 16.43 26.9% 3.25 5.3% 10% False False 5,672
40 109.58 59.48 50.10 81.9% 2.72 4.4% 3% False False 4,218
60 119.79 59.48 60.31 98.6% 1.99 3.2% 3% False False 3,384
80 126.47 59.48 66.99 109.5% 1.55 2.5% 3% False False 2,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.61
2.618 69.58
1.618 67.11
1.000 65.58
0.618 64.64
HIGH 63.11
0.618 62.17
0.500 61.88
0.382 61.58
LOW 60.64
0.618 59.11
1.000 58.17
1.618 56.64
2.618 54.17
4.250 50.14
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 61.88 61.79
PP 61.65 61.59
S1 61.42 61.39

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

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