NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 97.10 97.95 0.85 0.9% 99.35
High 102.24 105.25 3.01 2.9% 105.25
Low 95.73 97.39 1.66 1.7% 90.51
Close 97.88 104.55 6.67 6.8% 104.55
Range 6.51 7.86 1.35 20.7% 14.74
ATR 5.06 5.26 0.20 3.9% 0.00
Volume 343,691 243,360 -100,331 -29.2% 1,522,232
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.98 123.12 108.87
R3 118.12 115.26 106.71
R2 110.26 110.26 105.99
R1 107.40 107.40 105.27 108.83
PP 102.40 102.40 102.40 103.11
S1 99.54 99.54 103.83 100.97
S2 94.54 94.54 103.11
S3 86.68 91.68 102.39
S4 78.82 83.82 100.23
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 144.32 139.18 112.66
R3 129.58 124.44 108.60
R2 114.84 114.84 107.25
R1 109.70 109.70 105.90 112.27
PP 100.10 100.10 100.10 101.39
S1 94.96 94.96 103.20 97.53
S2 85.36 85.36 101.85
S3 70.62 80.22 100.50
S4 55.88 65.48 96.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.25 90.51 14.74 14.1% 6.33 6.1% 95% True False 304,446
10 109.89 90.51 19.38 18.5% 5.22 5.0% 72% False False 306,475
20 121.86 90.51 31.35 30.0% 5.20 5.0% 45% False False 289,574
40 128.95 90.51 38.44 36.8% 4.89 4.7% 37% False False 207,244
60 148.13 90.51 57.62 55.1% 4.87 4.7% 24% False False 150,172
80 148.13 90.51 57.62 55.1% 4.90 4.7% 24% False False 119,098
100 148.13 90.51 57.62 55.1% 4.67 4.5% 24% False False 98,140
120 148.13 90.51 57.62 55.1% 4.24 4.1% 24% False False 82,652
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 1.07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 138.66
2.618 125.83
1.618 117.97
1.000 113.11
0.618 110.11
HIGH 105.25
0.618 102.25
0.500 101.32
0.382 100.39
LOW 97.39
0.618 92.53
1.000 89.53
1.618 84.67
2.618 76.81
4.250 63.99
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 103.47 102.47
PP 102.40 100.39
S1 101.32 98.31

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

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