NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 102.56 108.60 6.04 5.9% 100.00
High 109.74 108.90 -0.84 -0.8% 103.09
Low 101.80 103.25 1.45 1.4% 90.66
Close 108.87 105.47 -3.40 -3.1% 102.54
Range 7.94 5.65 -2.29 -28.8% 12.43
ATR 5.27 5.29 0.03 0.5% 0.00
Volume 113,105 163,814 50,709 44.8% 529,628
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.82 119.80 108.58
R3 117.17 114.15 107.02
R2 111.52 111.52 106.51
R1 108.50 108.50 105.99 107.19
PP 105.87 105.87 105.87 105.22
S1 102.85 102.85 104.95 101.54
S2 100.22 100.22 104.43
S3 94.57 97.20 103.92
S4 88.92 91.55 102.36
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 91.25 18.49 17.5% 6.43 6.1% 77% False False 129,341
10 109.74 90.66 19.08 18.1% 5.24 5.0% 78% False False 103,920
20 121.12 90.66 30.46 28.9% 5.18 4.9% 49% False False 78,319
40 129.58 90.66 38.92 36.9% 4.86 4.6% 38% False False 62,755
60 148.60 90.66 57.94 54.9% 4.77 4.5% 26% False False 54,996
80 148.60 90.66 57.94 54.9% 4.81 4.6% 26% False False 50,814
100 148.60 90.66 57.94 54.9% 4.62 4.4% 26% False False 48,563
120 148.60 90.66 57.94 54.9% 4.31 4.1% 26% False False 43,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.91
2.618 123.69
1.618 118.04
1.000 114.55
0.618 112.39
HIGH 108.90
0.618 106.74
0.500 106.08
0.382 105.41
LOW 103.25
0.618 99.76
1.000 97.60
1.618 94.11
2.618 88.46
4.250 79.24
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 106.08 104.79
PP 105.87 104.10
S1 105.67 103.42

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

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