NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 98.73 93.85 -4.88 -4.9% 106.89
High 100.37 96.03 -4.34 -4.3% 106.91
Low 93.56 91.30 -2.26 -2.4% 91.30
Close 93.97 93.88 -0.09 -0.1% 93.88
Range 6.81 4.73 -2.08 -30.5% 15.61
ATR 6.13 6.03 -0.10 -1.6% 0.00
Volume 280,295 223,270 -57,025 -20.3% 1,173,281
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.93 105.63 96.48
R3 103.20 100.90 95.18
R2 98.47 98.47 94.75
R1 96.17 96.17 94.31 97.32
PP 93.74 93.74 93.74 94.31
S1 91.44 91.44 93.45 92.59
S2 89.01 89.01 93.01
S3 84.28 86.71 92.58
S4 79.55 81.98 91.28
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 144.19 134.65 102.47
R3 128.58 119.04 98.17
R2 112.97 112.97 96.74
R1 103.43 103.43 95.31 100.40
PP 97.36 97.36 97.36 95.85
S1 87.82 87.82 92.45 84.79
S2 81.75 81.75 91.02
S3 66.14 72.21 89.59
S4 50.53 56.60 85.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.91 91.30 15.61 16.6% 7.88 8.4% 17% False True 234,656
10 110.45 91.30 19.15 20.4% 6.74 7.2% 13% False True 259,487
20 110.60 90.42 20.18 21.5% 5.89 6.3% 17% False False 206,937
40 122.43 90.42 32.01 34.1% 5.28 5.6% 11% False False 132,467
60 148.47 90.42 58.05 61.8% 5.21 5.5% 6% False False 96,572
80 148.47 90.42 58.05 61.8% 4.86 5.2% 6% False False 76,078
100 148.47 90.42 58.05 61.8% 4.74 5.1% 6% False False 63,400
120 148.47 90.42 58.05 61.8% 4.28 4.6% 6% False False 53,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.13
2.618 108.41
1.618 103.68
1.000 100.76
0.618 98.95
HIGH 96.03
0.618 94.22
0.500 93.67
0.382 93.11
LOW 91.30
0.618 88.38
1.000 86.57
1.618 83.65
2.618 78.92
4.250 71.20
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 93.81 97.07
PP 93.74 96.01
S1 93.67 94.94

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

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