NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 60.42 59.00 -1.42 -2.4% 68.59
High 62.18 59.59 -2.59 -4.2% 69.72
Low 59.00 58.12 -0.88 -1.5% 59.48
Close 58.99 58.17 -0.82 -1.4% 61.19
Range 3.18 1.47 -1.71 -53.8% 10.24
ATR 3.80 3.63 -0.17 -4.4% 0.00
Volume 8,441 4,019 -4,422 -52.4% 27,966
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 63.04 62.07 58.98
R3 61.57 60.60 58.57
R2 60.10 60.10 58.44
R1 59.13 59.13 58.30 58.88
PP 58.63 58.63 58.63 58.50
S1 57.66 57.66 58.04 57.41
S2 57.16 57.16 57.90
S3 55.69 56.19 57.77
S4 54.22 54.72 57.36
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 64.10 58.12 5.98 10.3% 3.04 5.2% 1% False True 5,568
10 73.88 58.12 15.76 27.1% 3.40 5.9% 0% False True 6,663
20 75.10 58.12 16.98 29.2% 3.38 5.8% 0% False True 5,969
40 107.65 58.12 49.53 85.1% 2.73 4.7% 0% False True 4,387
60 119.79 58.12 61.67 106.0% 2.06 3.5% 0% False True 3,558
80 126.47 58.12 68.35 117.5% 1.61 2.8% 0% False True 2,849
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.44
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 65.84
2.618 63.44
1.618 61.97
1.000 61.06
0.618 60.50
HIGH 59.59
0.618 59.03
0.500 58.86
0.382 58.68
LOW 58.12
0.618 57.21
1.000 56.65
1.618 55.74
2.618 54.27
4.250 51.87
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 58.86 60.62
PP 58.63 59.80
S1 58.40 58.99

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

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