NYMEX Light Sweet Crude Oil Future August 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 65.09 61.65 -3.44 -5.3% 71.56
High 65.09 61.70 -3.39 -5.2% 71.56
Low 61.52 61.09 -0.43 -0.7% 62.71
Close 61.64 60.57 -1.07 -1.7% 63.83
Range 3.57 0.61 -2.96 -82.9% 8.85
ATR 3.28 3.09 -0.19 -5.8% 0.00
Volume 1,864 1,638 -226 -12.1% 6,298
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 62.95 62.37 60.91
R3 62.34 61.76 60.74
R2 61.73 61.73 60.68
R1 61.15 61.15 60.63 61.14
PP 61.12 61.12 61.12 61.11
S1 60.54 60.54 60.51 60.53
S2 60.51 60.51 60.46
S3 59.90 59.93 60.40
S4 59.29 59.32 60.23
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.58 87.06 68.70
R3 83.73 78.21 66.26
R2 74.88 74.88 65.45
R1 69.36 69.36 64.64 67.70
PP 66.03 66.03 66.03 65.20
S1 60.51 60.51 63.02 58.85
S2 57.18 57.18 62.21
S3 48.33 51.66 61.40
S4 39.48 42.81 58.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.27 61.09 4.18 6.9% 1.53 2.5% -12% False True 1,595
10 72.08 61.09 10.99 18.1% 1.65 2.7% -5% False True 1,338
20 76.95 61.09 15.86 26.2% 1.83 3.0% -3% False True 1,814
40 108.14 61.09 47.05 77.7% 1.34 2.2% -1% False True 1,403
60 119.89 61.09 58.80 97.1% 1.07 1.8% -1% False True 1,033
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.29
2.618 63.30
1.618 62.69
1.000 62.31
0.618 62.08
HIGH 61.70
0.618 61.47
0.500 61.40
0.382 61.32
LOW 61.09
0.618 60.71
1.000 60.48
1.618 60.10
2.618 59.49
4.250 58.50
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 61.40 63.09
PP 61.12 62.25
S1 60.85 61.41

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

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