NYMEX Light Sweet Crude Oil Future June 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 65.00 61.25 -3.75 -5.8% 68.32
High 65.00 63.70 -1.30 -2.0% 70.47
Low 61.14 59.70 -1.44 -2.4% 60.19
Close 62.10 59.90 -2.20 -3.5% 62.10
Range 3.86 4.00 0.14 3.6% 10.28
ATR 4.51 4.47 -0.04 -0.8% 0.00
Volume 16,026 13,343 -2,683 -16.7% 66,189
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.10 70.50 62.10
R3 69.10 66.50 61.00
R2 65.10 65.10 60.63
R1 62.50 62.50 60.27 61.80
PP 61.10 61.10 61.10 60.75
S1 58.50 58.50 59.53 57.80
S2 57.10 57.10 59.17
S3 53.10 54.50 58.80
S4 49.10 50.50 57.70
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 95.09 88.88 67.75
R3 84.81 78.60 64.93
R2 74.53 74.53 63.98
R1 68.32 68.32 63.04 66.29
PP 64.25 64.25 64.25 63.24
S1 58.04 58.04 61.16 56.01
S2 53.97 53.97 60.22
S3 43.69 47.76 59.27
S4 33.41 37.48 56.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.80 59.70 6.10 10.2% 3.55 5.9% 3% False True 13,790
10 76.00 59.70 16.30 27.2% 4.16 6.9% 1% False True 14,550
20 77.65 59.70 17.95 30.0% 4.04 6.8% 1% False True 14,354
40 109.72 59.70 50.02 83.5% 4.02 6.7% 0% False True 12,173
60 121.37 59.70 61.67 103.0% 3.70 6.2% 0% False True 9,905
80 129.18 59.70 69.48 116.0% 3.38 5.6% 0% False True 8,245
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.70
2.618 74.17
1.618 70.17
1.000 67.70
0.618 66.17
HIGH 63.70
0.618 62.17
0.500 61.70
0.382 61.23
LOW 59.70
0.618 57.23
1.000 55.70
1.618 53.23
2.618 49.23
4.250 42.70
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 61.70 62.35
PP 61.10 61.53
S1 60.50 60.72

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

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