NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 102.86 101.20 -1.66 -1.6% 108.37
High 103.87 102.89 -0.98 -0.9% 110.60
Low 100.17 100.08 -0.09 -0.1% 100.08
Close 100.93 101.25 0.32 0.3% 101.25
Range 3.70 2.81 -0.89 -24.1% 10.52
ATR 4.72 4.58 -0.14 -2.9% 0.00
Volume 159,232 131,208 -28,024 -17.6% 514,703
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.84 108.35 102.80
R3 107.03 105.54 102.02
R2 104.22 104.22 101.77
R1 102.73 102.73 101.51 103.48
PP 101.41 101.41 101.41 101.78
S1 99.92 99.92 100.99 100.67
S2 98.60 98.60 100.73
S3 95.79 97.11 100.48
S4 92.98 94.30 99.70
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 135.54 128.91 107.04
R3 125.02 118.39 104.14
R2 114.50 114.50 103.18
R1 107.87 107.87 102.21 105.93
PP 103.98 103.98 103.98 103.00
S1 97.35 97.35 100.29 95.41
S2 93.46 93.46 99.32
S3 82.94 86.83 98.36
S4 72.42 76.31 95.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.60 100.08 10.52 10.4% 3.71 3.7% 11% False True 117,865
10 120.72 100.08 20.64 20.4% 4.69 4.6% 6% False True 100,940
20 122.43 100.08 22.35 22.1% 4.61 4.6% 5% False True 75,222
40 138.34 100.08 38.26 37.8% 4.52 4.5% 3% False True 53,647
60 148.47 100.08 48.39 47.8% 4.50 4.4% 2% False True 41,134
80 148.47 100.08 48.39 47.8% 4.53 4.5% 2% False True 34,561
100 148.47 100.08 48.39 47.8% 4.09 4.0% 2% False True 28,546
120 148.47 98.15 50.32 49.7% 3.63 3.6% 6% False False 24,155
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 114.83
2.618 110.25
1.618 107.44
1.000 105.70
0.618 104.63
HIGH 102.89
0.618 101.82
0.500 101.49
0.382 101.15
LOW 100.08
0.618 98.34
1.000 97.27
1.618 95.53
2.618 92.72
4.250 88.14
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 101.49 102.54
PP 101.41 102.11
S1 101.33 101.68

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

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