NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 55.76 57.52 1.76 3.2% 63.34
High 56.09 61.15 5.06 9.0% 64.57
Low 54.63 56.38 1.75 3.2% 54.63
Close 55.96 60.48 4.52 8.1% 55.96
Range 1.46 4.77 3.31 226.7% 9.94
ATR 3.25 3.39 0.14 4.2% 0.00
Volume 4,201 3,651 -550 -13.1% 16,462
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.65 71.83 63.10
R3 68.88 67.06 61.79
R2 64.11 64.11 61.35
R1 62.29 62.29 60.92 63.20
PP 59.34 59.34 59.34 59.79
S1 57.52 57.52 60.04 58.43
S2 54.57 54.57 59.61
S3 49.80 52.75 59.17
S4 45.03 47.98 57.86
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 88.21 82.02 61.43
R3 78.27 72.08 58.69
R2 68.33 68.33 57.78
R1 62.14 62.14 56.87 60.27
PP 58.39 58.39 58.39 57.45
S1 52.20 52.20 55.05 50.33
S2 48.45 48.45 54.14
S3 38.51 42.26 53.23
S4 28.57 32.32 50.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.15 54.63 6.52 10.8% 2.42 4.0% 90% True False 3,363
10 66.15 54.63 11.52 19.0% 2.41 4.0% 51% False False 3,315
20 76.25 54.63 21.62 35.7% 2.35 3.9% 27% False False 2,995
40 102.25 54.63 47.62 78.7% 1.98 3.3% 12% False False 2,810
60 113.84 54.63 59.21 97.9% 1.68 2.8% 10% False False 2,115
80 123.73 54.63 69.10 114.3% 1.33 2.2% 8% False False 1,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.42
2.618 73.64
1.618 68.87
1.000 65.92
0.618 64.10
HIGH 61.15
0.618 59.33
0.500 58.77
0.382 58.20
LOW 56.38
0.618 53.43
1.000 51.61
1.618 48.66
2.618 43.89
4.250 36.11
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 59.91 59.62
PP 59.34 58.75
S1 58.77 57.89

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

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