NYMEX Light Sweet Crude Oil Future November 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 96.82 97.58 0.76 0.8% 99.45
High 101.94 104.75 2.81 2.8% 104.75
Low 95.50 97.02 1.52 1.6% 90.42
Close 97.54 102.75 5.21 5.3% 102.75
Range 6.44 7.73 1.29 20.0% 14.33
ATR 5.04 5.23 0.19 3.8% 0.00
Volume 218,882 212,337 -6,545 -3.0% 954,553
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 124.70 121.45 107.00
R3 116.97 113.72 104.88
R2 109.24 109.24 104.17
R1 105.99 105.99 103.46 107.62
PP 101.51 101.51 101.51 102.32
S1 98.26 98.26 102.04 99.89
S2 93.78 93.78 101.33
S3 86.05 90.53 100.62
S4 78.32 82.80 98.50
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 142.30 136.85 110.63
R3 127.97 122.52 106.69
R2 113.64 113.64 105.38
R1 108.19 108.19 104.06 110.92
PP 99.31 99.31 99.31 100.67
S1 93.86 93.86 101.44 96.59
S2 84.98 84.98 100.12
S3 70.65 79.53 98.81
S4 56.32 65.20 94.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.75 90.42 14.33 13.9% 6.36 6.2% 86% True False 190,910
10 110.60 90.42 20.18 19.6% 5.03 4.9% 61% False False 154,388
20 122.43 90.42 32.01 31.2% 5.20 5.1% 39% False False 112,180
40 129.16 90.42 38.74 37.7% 4.68 4.6% 32% False False 75,303
60 148.47 90.42 58.05 56.5% 4.70 4.6% 21% False False 55,971
80 148.47 90.42 58.05 56.5% 4.64 4.5% 21% False False 45,569
100 148.47 90.42 58.05 56.5% 4.33 4.2% 21% False False 37,934
120 148.47 90.42 58.05 56.5% 3.80 3.7% 21% False False 32,015
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 1.14
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 137.60
2.618 124.99
1.618 117.26
1.000 112.48
0.618 109.53
HIGH 104.75
0.618 101.80
0.500 100.89
0.382 99.97
LOW 97.02
0.618 92.24
1.000 89.29
1.618 84.51
2.618 76.78
4.250 64.17
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 102.13 101.14
PP 101.51 99.54
S1 100.89 97.93

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

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