NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 99.35 94.23 -5.12 -5.2% 107.75
High 101.19 94.32 -6.87 -6.8% 109.89
Low 94.00 90.51 -3.49 -3.7% 99.99
Close 95.71 91.15 -4.56 -4.8% 101.18
Range 7.19 3.81 -3.38 -47.0% 9.90
ATR 4.81 4.83 0.03 0.6% 0.00
Volume 273,124 334,900 61,776 22.6% 1,542,518
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 103.42 101.10 93.25
R3 99.61 97.29 92.20
R2 95.80 95.80 91.85
R1 93.48 93.48 91.50 92.74
PP 91.99 91.99 91.99 91.62
S1 89.67 89.67 90.80 88.93
S2 88.18 88.18 90.45
S3 84.37 85.86 90.10
S4 80.56 82.05 89.05
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.39 127.18 106.63
R3 123.49 117.28 103.90
R2 113.59 113.59 103.00
R1 107.38 107.38 102.09 105.54
PP 103.69 103.69 103.69 102.76
S1 97.48 97.48 100.27 95.64
S2 93.79 93.79 99.37
S3 83.89 87.58 98.46
S4 73.99 77.68 95.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.97 90.51 14.46 15.9% 4.27 4.7% 4% False True 316,701
10 110.60 90.51 20.09 22.0% 4.17 4.6% 3% False True 305,201
20 122.04 90.51 31.53 34.6% 4.97 5.4% 2% False True 277,402
40 133.35 90.51 42.84 47.0% 4.72 5.2% 1% False True 187,838
60 148.13 90.51 57.62 63.2% 4.76 5.2% 1% False True 136,034
80 148.13 90.51 57.62 63.2% 4.83 5.3% 1% False True 108,613
100 148.13 90.51 57.62 63.2% 4.54 5.0% 1% False True 89,174
120 148.13 90.51 57.62 63.2% 4.17 4.6% 1% False True 75,126
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 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.51
2.618 104.29
1.618 100.48
1.000 98.13
0.618 96.67
HIGH 94.32
0.618 92.86
0.500 92.42
0.382 91.97
LOW 90.51
0.618 88.16
1.000 86.70
1.618 84.35
2.618 80.54
4.250 74.32
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 92.42 96.70
PP 91.99 94.85
S1 91.57 93.00

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

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