NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 108.98 106.93 -2.05 -1.9% 99.45
High 109.58 109.50 -0.08 -0.1% 104.75
Low 104.05 104.80 0.75 0.7% 90.42
Close 106.61 105.73 -0.88 -0.8% 102.75
Range 5.53 4.70 -0.83 -15.0% 14.33
ATR 5.47 5.41 -0.05 -1.0% 0.00
Volume 335,101 316,025 -19,076 -5.7% 954,553
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 120.78 117.95 108.32
R3 116.08 113.25 107.02
R2 111.38 111.38 106.59
R1 108.55 108.55 106.16 107.62
PP 106.68 106.68 106.68 106.21
S1 103.85 103.85 105.30 102.92
S2 101.98 101.98 104.87
S3 97.28 99.15 104.44
S4 92.58 94.45 103.15
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 95.50 14.95 14.1% 6.57 6.2% 68% False False 274,846
10 110.45 90.42 20.03 18.9% 5.70 5.4% 76% False False 218,800
20 120.72 90.42 30.30 28.7% 5.32 5.0% 51% False False 150,885
40 129.16 90.42 38.74 36.6% 4.93 4.7% 40% False False 97,006
60 148.47 90.42 58.05 54.9% 4.79 4.5% 26% False False 70,921
80 148.47 90.42 58.05 54.9% 4.73 4.5% 26% False False 56,900
100 148.47 90.42 58.05 54.9% 4.43 4.2% 26% False False 47,226
120 148.47 90.42 58.05 54.9% 3.93 3.7% 26% False False 39,793
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 1.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129.48
2.618 121.80
1.618 117.10
1.000 114.20
0.618 112.40
HIGH 109.50
0.618 107.70
0.500 107.15
0.382 106.60
LOW 104.80
0.618 101.90
1.000 100.10
1.618 97.20
2.618 92.50
4.250 84.83
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 107.15 106.22
PP 106.68 106.05
S1 106.20 105.89

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

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