NYMEX Light Sweet Crude Oil Future August 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 56.79 58.24 1.45 2.6% 65.09
High 56.79 62.05 5.26 9.3% 65.09
Low 56.35 58.24 1.89 3.4% 56.35
Close 56.85 61.35 4.50 7.9% 56.85
Range 0.44 3.81 3.37 765.9% 8.74
ATR 2.79 2.96 0.17 6.2% 0.00
Volume 1,938 2,303 365 18.8% 9,215
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.98 70.47 63.45
R3 68.17 66.66 62.40
R2 64.36 64.36 62.05
R1 62.85 62.85 61.70 63.61
PP 60.55 60.55 60.55 60.92
S1 59.04 59.04 61.00 59.80
S2 56.74 56.74 60.65
S3 52.93 55.23 60.30
S4 49.12 51.42 59.25
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 85.65 79.99 61.66
R3 76.91 71.25 59.25
R2 68.17 68.17 58.45
R1 62.51 62.51 57.65 60.97
PP 59.43 59.43 59.43 58.66
S1 53.77 53.77 56.05 52.23
S2 50.69 50.69 55.25
S3 41.95 45.03 54.45
S4 33.21 36.29 52.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.05 56.35 5.70 9.3% 1.32 2.2% 88% True False 1,930
10 66.38 56.35 10.03 16.3% 1.42 2.3% 50% False False 1,702
20 76.95 56.35 20.60 33.6% 1.79 2.9% 24% False False 1,808
40 102.52 56.35 46.17 75.3% 1.49 2.4% 11% False False 1,554
60 114.02 56.35 57.67 94.0% 1.17 1.9% 9% False False 1,156
80 123.71 56.35 67.36 109.8% 0.88 1.4% 7% False False 945
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 0.10
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 78.24
2.618 72.02
1.618 68.21
1.000 65.86
0.618 64.40
HIGH 62.05
0.618 60.59
0.500 60.15
0.382 59.70
LOW 58.24
0.618 55.89
1.000 54.43
1.618 52.08
2.618 48.27
4.250 42.05
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 60.95 60.63
PP 60.55 59.92
S1 60.15 59.20

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

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