NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 63.75 63.10 -0.65 -1.0% 70.40
High 63.75 65.27 1.52 2.4% 76.95
Low 62.71 62.86 0.15 0.2% 67.84
Close 63.10 65.30 2.20 3.5% 68.16
Range 1.04 2.41 1.37 131.7% 9.11
ATR 3.47 3.39 -0.08 -2.2% 0.00
Volume 1,251 1,564 313 25.0% 7,135
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.71 70.91 66.63
R3 69.30 68.50 65.96
R2 66.89 66.89 65.74
R1 66.09 66.09 65.52 66.49
PP 64.48 64.48 64.48 64.68
S1 63.68 63.68 65.08 64.08
S2 62.07 62.07 64.86
S3 59.66 61.27 64.64
S4 57.25 58.86 63.97
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.31 92.35 73.17
R3 89.20 83.24 70.67
R2 80.09 80.09 69.83
R1 74.13 74.13 69.00 72.56
PP 70.98 70.98 70.98 70.20
S1 65.02 65.02 67.32 63.45
S2 61.87 61.87 66.49
S3 52.76 55.91 65.65
S4 43.65 46.80 63.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.56 62.71 8.85 13.6% 1.89 2.9% 29% False False 1,079
10 76.95 62.71 14.24 21.8% 2.09 3.2% 18% False False 1,903
20 79.03 62.71 16.32 25.0% 1.77 2.7% 16% False False 1,798
40 109.67 62.71 46.96 71.9% 1.23 1.9% 6% False False 1,292
60 123.71 62.71 61.00 93.4% 1.01 1.5% 4% False False 991
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 0.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.51
2.618 71.58
1.618 69.17
1.000 67.68
0.618 66.76
HIGH 65.27
0.618 64.35
0.500 64.07
0.382 63.78
LOW 62.86
0.618 61.37
1.000 60.45
1.618 58.96
2.618 56.55
4.250 52.62
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 64.89 65.05
PP 64.48 64.80
S1 64.07 64.55

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

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