NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 82.00 78.75 -3.25 -4.0% 92.50
High 84.83 79.17 -5.66 -6.7% 93.02
Low 78.31 73.55 -4.76 -6.1% 77.09
Close 78.63 74.54 -4.09 -5.2% 77.70
Range 6.52 5.62 -0.90 -13.8% 15.93
ATR 6.09 6.05 -0.03 -0.5% 0.00
Volume 210,713 266,143 55,430 26.3% 1,451,443
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 92.61 89.20 77.63
R3 86.99 83.58 76.09
R2 81.37 81.37 75.57
R1 77.96 77.96 75.06 76.86
PP 75.75 75.75 75.75 75.20
S1 72.34 72.34 74.02 71.24
S2 70.13 70.13 73.51
S3 64.51 66.72 72.99
S4 58.89 61.10 71.45
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 130.39 119.98 86.46
R3 114.46 104.05 82.08
R2 98.53 98.53 80.62
R1 88.12 88.12 79.16 85.36
PP 82.60 82.60 82.60 81.23
S1 72.19 72.19 76.24 69.43
S2 66.67 66.67 74.78
S3 50.74 56.26 73.32
S4 34.81 40.33 68.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.82 73.55 16.27 21.8% 5.78 7.7% 6% False True 285,681
10 100.37 73.55 26.82 36.0% 5.56 7.5% 4% False True 279,586
20 110.45 73.55 36.90 49.5% 6.28 8.4% 3% False True 265,919
40 122.43 73.55 48.88 65.6% 5.61 7.5% 2% False True 180,198
60 133.79 73.55 60.24 80.8% 5.16 6.9% 2% False True 132,139
80 148.47 73.55 74.92 100.5% 5.01 6.7% 1% False True 103,310
100 148.47 73.55 74.92 100.5% 4.92 6.6% 1% False True 85,563
120 148.47 73.55 74.92 100.5% 4.57 6.1% 1% False True 72,380
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 1.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.06
2.618 93.88
1.618 88.26
1.000 84.79
0.618 82.64
HIGH 79.17
0.618 77.02
0.500 76.36
0.382 75.70
LOW 73.55
0.618 70.08
1.000 67.93
1.618 64.46
2.618 58.84
4.250 49.67
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 76.36 79.19
PP 75.75 77.64
S1 75.15 76.09

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

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