NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 72.16 75.62 3.46 4.8% 80.12
High 76.12 75.69 -0.43 -0.6% 84.83
Low 71.77 69.77 -2.00 -2.8% 68.57
Close 74.25 70.89 -3.36 -4.5% 71.85
Range 4.35 5.92 1.57 36.1% 16.26
ATR 5.82 5.83 0.01 0.1% 0.00
Volume 141,907 137,299 -4,608 -3.2% 1,345,082
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.88 86.30 74.15
R3 83.96 80.38 72.52
R2 78.04 78.04 71.98
R1 74.46 74.46 71.43 73.29
PP 72.12 72.12 72.12 71.53
S1 68.54 68.54 70.35 67.37
S2 66.20 66.20 69.80
S3 60.28 62.62 69.26
S4 54.36 56.70 67.63
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 79.17 68.57 10.60 15.0% 5.26 7.4% 22% False False 209,915
10 90.99 68.57 22.42 31.6% 5.45 7.7% 10% False False 255,476
20 109.50 68.57 40.93 57.7% 5.91 8.3% 6% False False 252,180
40 120.72 68.57 52.15 73.6% 5.56 7.8% 4% False False 194,975
60 129.16 68.57 60.59 85.5% 5.22 7.4% 4% False False 143,869
80 148.47 68.57 79.90 112.7% 5.05 7.1% 3% False False 112,509
100 148.47 68.57 79.90 112.7% 4.95 7.0% 3% False False 92,882
120 148.47 68.57 79.90 112.7% 4.66 6.6% 3% False False 78,793
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 0.99
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.85
2.618 91.19
1.618 85.27
1.000 81.61
0.618 79.35
HIGH 75.69
0.618 73.43
0.500 72.73
0.382 72.03
LOW 69.77
0.618 66.11
1.000 63.85
1.618 60.19
2.618 54.27
4.250 44.61
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 72.73 72.95
PP 72.12 72.26
S1 71.50 71.58

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

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