NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 95.40 101.86 6.46 6.8% 102.48
High 102.46 102.84 0.38 0.4% 110.45
Low 93.36 95.95 2.59 2.8% 101.98
Close 100.64 98.53 -2.11 -2.1% 106.89
Range 9.10 6.89 -2.21 -24.3% 8.47
ATR 6.01 6.07 0.06 1.0% 0.00
Volume 248,522 252,740 4,218 1.7% 1,421,593
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.78 116.04 102.32
R3 112.89 109.15 100.42
R2 106.00 106.00 99.79
R1 102.26 102.26 99.16 100.69
PP 99.11 99.11 99.11 98.32
S1 95.37 95.37 97.90 93.80
S2 92.22 92.22 97.27
S3 85.33 88.48 96.64
S4 78.44 81.59 94.74
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.85 127.84 111.55
R3 123.38 119.37 109.22
R2 114.91 114.91 108.44
R1 110.90 110.90 107.67 112.91
PP 106.44 106.44 106.44 107.44
S1 102.43 102.43 106.11 104.44
S2 97.97 97.97 105.34
S3 89.50 93.96 104.56
S4 81.03 85.49 102.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.67 93.36 15.31 15.5% 7.43 7.5% 34% False False 229,659
10 110.45 93.36 17.09 17.3% 7.00 7.1% 30% False False 252,252
20 111.04 90.42 20.62 20.9% 5.66 5.7% 39% False False 191,623
40 122.43 90.42 32.01 32.5% 5.14 5.2% 25% False False 122,496
60 148.47 90.42 58.05 58.9% 5.17 5.2% 14% False False 88,887
80 148.47 90.42 58.05 58.9% 4.87 4.9% 14% False False 70,219
100 148.47 90.42 58.05 58.9% 4.67 4.7% 14% False False 58,511
120 148.47 90.42 58.05 58.9% 4.21 4.3% 14% False False 49,263
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.12
2.618 120.88
1.618 113.99
1.000 109.73
0.618 107.10
HIGH 102.84
0.618 100.21
0.500 99.40
0.382 98.58
LOW 95.95
0.618 91.69
1.000 89.06
1.618 84.80
2.618 77.91
4.250 66.67
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 99.40 100.14
PP 99.11 99.60
S1 98.82 99.07

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

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