NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 89.56 88.80 -0.76 -0.8% 106.89
High 90.99 89.82 -1.17 -1.3% 106.91
Low 86.05 84.19 -1.86 -2.2% 91.30
Close 88.95 86.59 -2.36 -2.7% 93.88
Range 4.94 5.63 0.69 14.0% 15.61
ATR 5.91 5.89 -0.02 -0.3% 0.00
Volume 342,917 339,344 -3,573 -1.0% 1,173,281
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 103.76 100.80 89.69
R3 98.13 95.17 88.14
R2 92.50 92.50 87.62
R1 89.54 89.54 87.11 88.21
PP 86.87 86.87 86.87 86.20
S1 83.91 83.91 86.07 82.58
S2 81.24 81.24 85.56
S3 75.61 78.28 85.04
S4 69.98 72.65 83.49
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 96.03 84.19 11.84 13.7% 5.11 5.9% 20% False True 285,300
10 108.11 84.19 23.92 27.6% 6.41 7.4% 10% False True 262,167
20 110.45 84.19 26.26 30.3% 6.14 7.1% 9% False True 244,193
40 122.43 84.19 38.24 44.2% 5.41 6.3% 6% False True 157,473
60 140.54 84.19 56.35 65.1% 5.13 5.9% 4% False True 115,361
80 148.47 84.19 64.28 74.2% 4.93 5.7% 4% False True 90,421
100 148.47 84.19 64.28 74.2% 4.86 5.6% 4% False True 75,216
120 148.47 84.19 64.28 74.2% 4.42 5.1% 4% False True 63,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.75
2.618 104.56
1.618 98.93
1.000 95.45
0.618 93.30
HIGH 89.82
0.618 87.67
0.500 87.01
0.382 86.34
LOW 84.19
0.618 80.71
1.000 78.56
1.618 75.08
2.618 69.45
4.250 60.26
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 87.01 88.61
PP 86.87 87.93
S1 86.73 87.26

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

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