NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 78.75 73.60 -5.15 -6.5% 92.50
High 79.17 74.50 -4.67 -5.9% 93.02
Low 73.55 68.57 -4.98 -6.8% 77.09
Close 74.54 69.85 -4.69 -6.3% 77.70
Range 5.62 5.93 0.31 5.5% 15.93
ATR 6.05 6.05 -0.01 -0.1% 0.00
Volume 266,143 221,136 -45,007 -16.9% 1,451,443
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 88.76 85.24 73.11
R3 82.83 79.31 71.48
R2 76.90 76.90 70.94
R1 73.38 73.38 70.39 72.18
PP 70.97 70.97 70.97 70.37
S1 67.45 67.45 69.31 66.25
S2 65.04 65.04 68.76
S3 59.11 61.52 68.22
S4 53.18 55.59 66.59
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 85.13 68.57 16.56 23.7% 5.84 8.4% 8% False True 262,039
10 96.03 68.57 27.46 39.3% 5.48 7.8% 5% False True 273,670
20 110.45 68.57 41.88 60.0% 6.26 9.0% 3% False True 266,032
40 122.43 68.57 53.86 77.1% 5.64 8.1% 2% False True 184,780
60 129.66 68.57 61.09 87.5% 5.15 7.4% 2% False True 135,622
80 148.47 68.57 79.90 114.4% 5.06 7.2% 2% False True 105,970
100 148.47 68.57 79.90 114.4% 4.93 7.1% 2% False True 87,626
120 148.47 68.57 79.90 114.4% 4.61 6.6% 2% False True 74,197
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 1.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.70
2.618 90.02
1.618 84.09
1.000 80.43
0.618 78.16
HIGH 74.50
0.618 72.23
0.500 71.54
0.382 70.84
LOW 68.57
0.618 64.91
1.000 62.64
1.618 58.98
2.618 53.05
4.250 43.37
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 71.54 76.70
PP 70.97 74.42
S1 70.41 72.13

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

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