NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 101.20 99.45 -1.75 -1.7% 108.37
High 102.89 101.30 -1.59 -1.5% 110.60
Low 100.08 93.89 -6.19 -6.2% 100.08
Close 101.25 95.69 -5.56 -5.5% 101.25
Range 2.81 7.41 4.60 163.7% 10.52
ATR 4.58 4.78 0.20 4.4% 0.00
Volume 131,208 139,291 8,083 6.2% 514,703
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.19 114.85 99.77
R3 111.78 107.44 97.73
R2 104.37 104.37 97.05
R1 100.03 100.03 96.37 98.50
PP 96.96 96.96 96.96 96.19
S1 92.62 92.62 95.01 91.09
S2 89.55 89.55 94.33
S3 82.14 85.21 93.65
S4 74.73 77.80 91.61
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 93.89 16.71 17.5% 4.60 4.8% 11% False True 130,798
10 119.03 93.89 25.14 26.3% 4.81 5.0% 7% False True 105,986
20 122.43 93.89 28.54 29.8% 4.76 5.0% 6% False True 79,329
40 133.82 93.89 39.93 41.7% 4.52 4.7% 5% False True 56,639
60 148.47 93.89 54.58 57.0% 4.54 4.7% 3% False True 43,214
80 148.47 93.89 54.58 57.0% 4.56 4.8% 3% False True 36,140
100 148.47 93.89 54.58 57.0% 4.16 4.3% 3% False True 29,905
120 148.47 93.89 54.58 57.0% 3.66 3.8% 3% False True 25,296
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 0.98
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132.79
2.618 120.70
1.618 113.29
1.000 108.71
0.618 105.88
HIGH 101.30
0.618 98.47
0.500 97.60
0.382 96.72
LOW 93.89
0.618 89.31
1.000 86.48
1.618 81.90
2.618 74.49
4.250 62.40
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 97.60 98.88
PP 96.96 97.82
S1 96.33 96.75

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

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