NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 106.66 102.20 -4.46 -4.2% 117.05
High 106.77 104.97 -1.80 -1.7% 117.25
Low 101.74 101.36 -0.38 -0.4% 105.13
Close 103.26 102.58 -0.68 -0.7% 106.23
Range 5.03 3.61 -1.42 -28.2% 12.12
ATR 4.92 4.82 -0.09 -1.9% 0.00
Volume 317,923 332,463 14,540 4.6% 1,117,958
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 113.80 111.80 104.57
R3 110.19 108.19 103.57
R2 106.58 106.58 103.24
R1 104.58 104.58 102.91 105.58
PP 102.97 102.97 102.97 103.47
S1 100.97 100.97 102.25 101.97
S2 99.36 99.36 101.92
S3 95.75 97.36 101.59
S4 92.14 93.75 100.59
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 145.90 138.18 112.90
R3 133.78 126.06 109.56
R2 121.66 121.66 108.45
R1 113.94 113.94 107.34 111.74
PP 109.54 109.54 109.54 108.44
S1 101.82 101.82 105.12 99.62
S2 97.42 97.42 104.01
S3 85.30 89.70 102.90
S4 73.18 77.58 99.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.60 101.36 9.24 9.0% 4.18 4.1% 13% False True 282,253
10 120.50 101.36 19.14 18.7% 4.99 4.9% 6% False True 286,745
20 122.04 101.36 20.68 20.2% 4.89 4.8% 6% False True 242,877
40 140.20 101.36 38.84 37.9% 4.82 4.7% 3% False True 161,151
60 148.13 101.36 46.77 45.6% 4.79 4.7% 3% False True 116,780
80 148.13 101.36 46.77 45.6% 4.82 4.7% 3% False True 94,191
100 148.13 101.36 46.77 45.6% 4.47 4.4% 3% False True 76,876
120 148.13 97.48 50.65 49.4% 4.08 4.0% 10% False False 64,821
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 0.87
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.31
2.618 114.42
1.618 110.81
1.000 108.58
0.618 107.20
HIGH 104.97
0.618 103.59
0.500 103.17
0.382 102.74
LOW 101.36
0.618 99.13
1.000 97.75
1.618 95.52
2.618 91.91
4.250 86.02
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 103.17 105.63
PP 102.97 104.61
S1 102.78 103.60

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

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