NYMEX Light Sweet Crude Oil Future November 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 92.60 96.82 4.22 4.6% 108.37
High 97.40 101.94 4.54 4.7% 110.60
Low 91.11 95.50 4.39 4.8% 100.08
Close 96.96 97.54 0.58 0.6% 101.25
Range 6.29 6.44 0.15 2.4% 10.52
ATR 4.93 5.04 0.11 2.2% 0.00
Volume 212,652 218,882 6,230 2.9% 514,703
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.65 114.03 101.08
R3 111.21 107.59 99.31
R2 104.77 104.77 98.72
R1 101.15 101.15 98.13 102.96
PP 98.33 98.33 98.33 99.23
S1 94.71 94.71 96.95 96.52
S2 91.89 91.89 96.36
S3 85.45 88.27 95.77
S4 79.01 81.83 94.00
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
5 102.89 90.42 12.47 12.8% 5.37 5.5% 57% False False 174,684
10 111.04 90.42 20.62 21.1% 4.66 4.8% 35% False False 141,477
20 122.43 90.42 32.01 32.8% 5.03 5.2% 22% False False 103,528
40 129.66 90.42 39.24 40.2% 4.60 4.7% 18% False False 70,417
60 148.47 90.42 58.05 59.5% 4.66 4.8% 12% False False 52,617
80 148.47 90.42 58.05 59.5% 4.60 4.7% 12% False False 43,025
100 148.47 90.42 58.05 59.5% 4.28 4.4% 12% False False 35,830
120 148.47 90.42 58.05 59.5% 3.74 3.8% 12% False False 30,261
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 1.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.31
2.618 118.80
1.618 112.36
1.000 108.38
0.618 105.92
HIGH 101.94
0.618 99.48
0.500 98.72
0.382 97.96
LOW 95.50
0.618 91.52
1.000 89.06
1.618 85.08
2.618 78.64
4.250 68.13
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.72 97.09
PP 98.33 96.63
S1 97.93 96.18

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

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