NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 92.50 88.96 -3.54 -3.8% 106.89
High 92.68 93.02 0.34 0.4% 106.91
Low 87.56 87.87 0.31 0.4% 91.30
Close 87.81 90.06 2.25 2.6% 93.88
Range 5.12 5.15 0.03 0.6% 15.61
ATR 6.05 5.99 -0.06 -1.0% 0.00
Volume 238,984 281,987 43,003 18.0% 1,173,281
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 105.77 103.06 92.89
R3 100.62 97.91 91.48
R2 95.47 95.47 91.00
R1 92.76 92.76 90.53 94.12
PP 90.32 90.32 90.32 90.99
S1 87.61 87.61 89.59 88.97
S2 85.17 85.17 89.12
S3 80.02 82.46 88.64
S4 74.87 77.31 87.23
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
5 102.84 87.56 15.28 17.0% 5.74 6.4% 16% False False 255,455
10 109.50 87.56 21.94 24.4% 6.37 7.1% 11% False False 248,885
20 110.45 87.56 22.89 25.4% 5.98 6.6% 11% False False 225,600
40 122.43 87.56 34.87 38.7% 5.33 5.9% 7% False False 142,828
60 147.81 87.56 60.25 66.9% 5.17 5.7% 4% False False 104,607
80 148.47 87.56 60.91 67.6% 4.89 5.4% 4% False False 82,237
100 148.47 87.56 60.91 67.6% 4.80 5.3% 4% False False 68,504
120 148.47 87.56 60.91 67.6% 4.36 4.8% 4% False False 57,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.91
2.618 106.50
1.618 101.35
1.000 98.17
0.618 96.20
HIGH 93.02
0.618 91.05
0.500 90.45
0.382 89.84
LOW 87.87
0.618 84.69
1.000 82.72
1.618 79.54
2.618 74.39
4.250 65.98
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 90.45 91.80
PP 90.32 91.22
S1 90.19 90.64

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

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