NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 102.48 108.98 6.50 6.3% 99.45
High 110.45 109.58 -0.87 -0.8% 104.75
Low 101.98 104.05 2.07 2.0% 90.42
Close 109.37 106.61 -2.76 -2.5% 102.75
Range 8.47 5.53 -2.94 -34.7% 14.33
ATR 5.46 5.47 0.00 0.1% 0.00
Volume 291,888 335,101 43,213 14.8% 954,553
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 123.34 120.50 109.65
R3 117.81 114.97 108.13
R2 112.28 112.28 107.62
R1 109.44 109.44 107.12 108.10
PP 106.75 106.75 106.75 106.07
S1 103.91 103.91 106.10 102.57
S2 101.22 101.22 105.60
S3 95.69 98.38 105.09
S4 90.16 92.85 103.57
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 91.11 19.34 18.1% 6.89 6.5% 80% False False 254,172
10 110.45 90.42 20.03 18.8% 5.59 5.2% 81% False False 202,316
20 120.72 90.42 30.30 28.4% 5.21 4.9% 53% False False 137,770
40 129.16 90.42 38.74 36.3% 4.87 4.6% 42% False False 89,714
60 148.47 90.42 58.05 54.5% 4.77 4.5% 28% False False 65,952
80 148.47 90.42 58.05 54.5% 4.71 4.4% 28% False False 53,057
100 148.47 90.42 58.05 54.5% 4.41 4.1% 28% False False 44,116
120 148.47 90.42 58.05 54.5% 3.90 3.7% 28% False False 37,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133.08
2.618 124.06
1.618 118.53
1.000 115.11
0.618 113.00
HIGH 109.58
0.618 107.47
0.500 106.82
0.382 106.16
LOW 104.05
0.618 100.63
1.000 98.52
1.618 95.10
2.618 89.57
4.250 80.55
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 106.82 105.65
PP 106.75 104.69
S1 106.68 103.74

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

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