NYMEX Light Sweet Crude Oil Future June 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 61.25 60.03 -1.22 -2.0% 68.32
High 63.70 60.52 -3.18 -5.0% 70.47
Low 59.70 58.89 -0.81 -1.4% 60.19
Close 59.90 59.00 -0.90 -1.5% 62.10
Range 4.00 1.63 -2.37 -59.3% 10.28
ATR 4.47 4.27 -0.20 -4.5% 0.00
Volume 13,343 8,060 -5,283 -39.6% 66,189
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 64.36 63.31 59.90
R3 62.73 61.68 59.45
R2 61.10 61.10 59.30
R1 60.05 60.05 59.15 59.76
PP 59.47 59.47 59.47 59.33
S1 58.42 58.42 58.85 58.13
S2 57.84 57.84 58.70
S3 56.21 56.79 58.55
S4 54.58 55.16 58.10
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 65.00 58.89 6.11 10.4% 3.48 5.9% 2% False True 12,509
10 73.80 58.89 14.91 25.3% 3.40 5.8% 1% False True 13,828
20 76.00 58.89 17.11 29.0% 3.93 6.7% 1% False True 14,032
40 108.35 58.89 49.46 83.8% 3.93 6.7% 0% False True 12,181
60 121.37 58.89 62.48 105.9% 3.71 6.3% 0% False True 10,013
80 129.18 58.89 70.29 119.1% 3.39 5.7% 0% False True 8,320
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 0.80
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 67.45
2.618 64.79
1.618 63.16
1.000 62.15
0.618 61.53
HIGH 60.52
0.618 59.90
0.500 59.71
0.382 59.51
LOW 58.89
0.618 57.88
1.000 57.26
1.618 56.25
2.618 54.62
4.250 51.96
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 59.71 61.95
PP 59.47 60.96
S1 59.24 59.98

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

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