NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 92.81 97.10 4.29 4.6% 107.75
High 97.63 102.24 4.61 4.7% 109.89
Low 91.36 95.73 4.37 4.8% 99.99
Close 97.16 97.88 0.72 0.7% 101.18
Range 6.27 6.51 0.24 3.8% 9.90
ATR 4.95 5.06 0.11 2.2% 0.00
Volume 327,157 343,691 16,534 5.1% 1,542,518
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.15 114.52 101.46
R3 111.64 108.01 99.67
R2 105.13 105.13 99.07
R1 101.50 101.50 98.48 103.32
PP 98.62 98.62 98.62 99.52
S1 94.99 94.99 97.28 96.81
S2 92.11 92.11 96.69
S3 85.60 88.48 96.09
S4 79.09 81.97 94.30
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
5 102.89 90.51 12.38 12.6% 5.34 5.5% 60% False False 318,075
10 109.89 90.51 19.38 19.8% 4.73 4.8% 38% False False 308,557
20 122.04 90.51 31.53 32.2% 5.13 5.2% 23% False False 291,149
40 128.95 90.51 38.44 39.3% 4.77 4.9% 19% False False 202,573
60 148.13 90.51 57.62 58.9% 4.84 4.9% 13% False False 146,607
80 148.13 90.51 57.62 58.9% 4.88 5.0% 13% False False 116,385
100 148.13 90.51 57.62 58.9% 4.62 4.7% 13% False False 95,768
120 148.13 90.51 57.62 58.9% 4.21 4.3% 13% False False 80,667
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 1.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.91
2.618 119.28
1.618 112.77
1.000 108.75
0.618 106.26
HIGH 102.24
0.618 99.75
0.500 98.99
0.382 98.22
LOW 95.73
0.618 91.71
1.000 89.22
1.618 85.20
2.618 78.69
4.250 68.06
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.99 97.38
PP 98.62 96.88
S1 98.25 96.38

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

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