NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 58.92 59.25 0.33 0.6% 63.34
High 59.02 61.00 1.98 3.4% 64.57
Low 57.24 58.11 0.87 1.5% 54.63
Close 57.40 61.06 3.66 6.4% 55.96
Range 1.78 2.89 1.11 62.4% 9.94
ATR 3.38 3.40 0.02 0.5% 0.00
Volume 4,869 4,471 -398 -8.2% 16,462
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 68.73 67.78 62.65
R3 65.84 64.89 61.85
R2 62.95 62.95 61.59
R1 62.00 62.00 61.32 62.48
PP 60.06 60.06 60.06 60.29
S1 59.11 59.11 60.80 59.59
S2 57.17 57.17 60.53
S3 54.28 56.22 60.27
S4 51.39 53.33 59.47
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 10.7% 2.70 4.4% 99% False False 4,160
10 65.19 54.63 10.56 17.3% 2.59 4.2% 61% False False 3,681
20 76.25 54.63 21.62 35.4% 2.37 3.9% 30% False False 3,247
40 94.90 54.63 40.27 66.0% 2.08 3.4% 16% False False 2,941
60 112.96 54.63 58.33 95.5% 1.72 2.8% 11% False False 2,258
80 123.73 54.63 69.10 113.2% 1.38 2.3% 9% False False 1,809
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 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.28
2.618 68.57
1.618 65.68
1.000 63.89
0.618 62.79
HIGH 61.00
0.618 59.90
0.500 59.56
0.382 59.21
LOW 58.11
0.618 56.32
1.000 55.22
1.618 53.43
2.618 50.54
4.250 45.83
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 60.56 60.30
PP 60.06 59.53
S1 59.56 58.77

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

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