NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	63.09	60.42	-2.67	-4.2%	68.59
High	63.11	62.18	-0.93	-1.5%	69.72
Low	60.64	59.00	-1.64	-2.7%	59.48
Close	61.19	58.99	-2.20	-3.6%	61.19
Range	2.47	3.18	0.71	28.7%	10.24
ATR	3.84	3.80	-0.05	-1.2%	0.00
Volume	5,738	8,441	2,703	47.1%	27,966

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	69.60	67.47	60.74
R3	66.42	64.29	59.86
R2	63.24	63.24	59.57
R1	61.11	61.11	59.28	60.59
PP	60.06	60.06	60.06	59.79
S1	57.93	57.93	58.70	57.41
S2	56.88	56.88	58.41
S3	53.70	54.75	58.12
S4	50.52	51.57	57.24

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	65.96	59.00	6.96	11.8%	3.31	5.6%	0%	False	True	6,194
10	75.10	59.00	16.10	27.3%	4.09	6.9%	0%	False	True	6,812
20	75.10	59.00	16.10	27.3%	3.36	5.7%	0%	False	True	5,908
40	109.58	59.00	50.58	85.7%	2.80	4.7%	0%	False	True	4,374
60	119.79	59.00	60.79	103.1%	2.04	3.5%	0%	False	True	3,513
80	126.47	59.00	67.47	114.4%	1.59	2.7%	0%	False	True	2,803

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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.70
2.618	70.51
1.618	67.33
1.000	65.36
0.618	64.15
HIGH	62.18
0.618	60.97
0.500	60.59
0.382	60.21
LOW	59.00
0.618	57.03
1.000	55.82
1.618	53.85
2.618	50.67
4.250	45.49

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	60.59	61.36
PP	60.06	60.57
S1	59.52	59.78

Download as Excel Spreadsheet

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

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