NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 97.60 102.56 4.96 5.1% 100.00
High 103.09 109.74 6.65 6.5% 103.09
Low 97.10 101.80 4.70 4.8% 90.66
Close 102.54 108.87 6.33 6.2% 102.54
Range 5.99 7.94 1.95 32.6% 12.43
ATR 5.06 5.27 0.21 4.1% 0.00
Volume 109,851 113,105 3,254 3.0% 529,628
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 130.62 127.69 113.24
R3 122.68 119.75 111.05
R2 114.74 114.74 110.33
R1 111.81 111.81 109.60 113.28
PP 106.80 106.80 106.80 107.54
S1 103.87 103.87 108.14 105.34
S2 98.86 98.86 107.41
S3 90.92 95.93 106.69
S4 82.98 87.99 104.50
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 136.05 131.73 109.38
R3 123.62 119.30 105.96
R2 111.19 111.19 104.82
R1 106.87 106.87 103.68 109.03
PP 98.76 98.76 98.76 99.85
S1 94.44 94.44 101.40 96.60
S2 86.33 86.33 100.26
S3 73.90 82.01 99.12
S4 61.47 69.58 95.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.74 90.66 19.08 17.5% 6.06 5.6% 95% True False 115,675
10 109.74 90.66 19.08 17.5% 5.17 4.8% 95% True False 93,337
20 121.12 90.66 30.46 28.0% 5.02 4.6% 60% False False 72,350
40 129.58 90.66 38.92 35.7% 4.79 4.4% 47% False False 59,901
60 148.60 90.66 57.94 53.2% 4.74 4.4% 31% False False 52,863
80 148.60 90.66 57.94 53.2% 4.79 4.4% 31% False False 49,104
100 148.60 90.66 57.94 53.2% 4.62 4.2% 31% False False 47,195
120 148.60 90.66 57.94 53.2% 4.29 3.9% 31% False False 42,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 143.49
2.618 130.53
1.618 122.59
1.000 117.68
0.618 114.65
HIGH 109.74
0.618 106.71
0.500 105.77
0.382 104.83
LOW 101.80
0.618 96.89
1.000 93.86
1.618 88.95
2.618 81.01
4.250 68.06
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 107.84 106.77
PP 106.80 104.67
S1 105.77 102.58

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

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