NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 72.30 72.16 -0.14 -0.2% 80.12
High 74.30 76.12 1.82 2.4% 84.83
Low 69.84 71.77 1.93 2.8% 68.57
Close 71.85 74.25 2.40 3.3% 71.85
Range 4.46 4.35 -0.11 -2.5% 16.26
ATR 5.94 5.82 -0.11 -1.9% 0.00
Volume 283,094 141,907 -141,187 -49.9% 1,345,082
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.10 85.02 76.64
R3 82.75 80.67 75.45
R2 78.40 78.40 75.05
R1 76.32 76.32 74.65 77.36
PP 74.05 74.05 74.05 74.57
S1 71.97 71.97 73.85 73.01
S2 69.70 69.70 73.45
S3 65.35 67.62 73.05
S4 61.00 63.27 71.86
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 123.86 114.12 80.79
R3 107.60 97.86 76.32
R2 91.34 91.34 74.83
R1 81.60 81.60 73.34 78.34
PP 75.08 75.08 75.08 73.46
S1 65.34 65.34 70.36 62.08
S2 58.82 58.82 68.87
S3 42.56 49.08 67.38
S4 26.30 32.82 62.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.83 68.57 16.26 21.9% 5.38 7.2% 35% False False 224,598
10 93.02 68.57 24.45 32.9% 5.37 7.2% 23% False False 269,944
20 109.58 68.57 41.01 55.2% 5.89 7.9% 14% False False 262,070
40 122.22 68.57 53.65 72.3% 5.60 7.5% 11% False False 193,125
60 129.16 68.57 60.59 81.6% 5.18 7.0% 9% False False 142,118
80 148.47 68.57 79.90 107.6% 5.03 6.8% 7% False False 110,985
100 148.47 68.57 79.90 107.6% 4.92 6.6% 7% False False 91,638
120 148.47 68.57 79.90 107.6% 4.63 6.2% 7% False False 77,691
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 1.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.61
2.618 87.51
1.618 83.16
1.000 80.47
0.618 78.81
HIGH 76.12
0.618 74.46
0.500 73.95
0.382 73.43
LOW 71.77
0.618 69.08
1.000 67.42
1.618 64.73
2.618 60.38
4.250 53.28
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 74.15 73.62
PP 74.05 72.98
S1 73.95 72.35

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

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