NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 97.58 102.48 4.90 5.0% 99.45
High 104.75 110.45 5.70 5.4% 104.75
Low 97.02 101.98 4.96 5.1% 90.42
Close 102.75 109.37 6.62 6.4% 102.75
Range 7.73 8.47 0.74 9.6% 14.33
ATR 5.23 5.46 0.23 4.4% 0.00
Volume 212,337 291,888 79,551 37.5% 954,553
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.68 129.49 114.03
R3 124.21 121.02 111.70
R2 115.74 115.74 110.92
R1 112.55 112.55 110.15 114.15
PP 107.27 107.27 107.27 108.06
S1 104.08 104.08 108.59 105.68
S2 98.80 98.80 107.82
S3 90.33 95.61 107.04
S4 81.86 87.14 104.71
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
5 110.45 90.42 20.03 18.3% 6.57 6.0% 95% True False 221,430
10 110.60 90.42 20.18 18.5% 5.59 5.1% 94% False False 176,114
20 122.22 90.42 31.80 29.1% 5.30 4.8% 60% False False 124,179
40 129.16 90.42 38.74 35.4% 4.83 4.4% 49% False False 82,141
60 148.47 90.42 58.05 53.1% 4.74 4.3% 33% False False 60,623
80 148.47 90.42 58.05 53.1% 4.67 4.3% 33% False False 49,029
100 148.47 90.42 58.05 53.1% 4.38 4.0% 33% False False 40,815
120 148.47 90.42 58.05 53.1% 3.86 3.5% 33% False False 34,411
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 1.13
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 146.45
2.618 132.62
1.618 124.15
1.000 118.92
0.618 115.68
HIGH 110.45
0.618 107.21
0.500 106.22
0.382 105.22
LOW 101.98
0.618 96.75
1.000 93.51
1.618 88.28
2.618 79.81
4.250 65.98
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 108.32 107.24
PP 107.27 105.11
S1 106.22 102.98

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

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