NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 106.87 105.98 -0.89 -0.8% 102.56
High 107.30 105.98 -1.32 -1.2% 109.74
Low 103.57 94.82 -8.75 -8.4% 101.80
Close 106.18 96.09 -10.09 -9.5% 106.18
Range 3.73 11.16 7.43 199.2% 7.94
ATR 5.12 5.56 0.45 8.7% 0.00
Volume 98,249 73,446 -24,803 -25.2% 646,473
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.44 125.43 102.23
R3 121.28 114.27 99.16
R2 110.12 110.12 98.14
R1 103.11 103.11 97.11 101.04
PP 98.96 98.96 98.96 97.93
S1 91.95 91.95 95.07 89.88
S2 87.80 87.80 94.04
S3 76.64 80.79 93.02
S4 65.48 69.63 89.95
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 129.73 125.89 110.55
R3 121.79 117.95 108.36
R2 113.85 113.85 107.64
R1 110.01 110.01 106.91 111.93
PP 105.91 105.91 105.91 106.87
S1 102.07 102.07 105.45 103.99
S2 97.97 97.97 104.72
S3 90.03 94.13 104.00
S4 82.09 86.19 101.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.90 94.82 14.08 14.7% 6.02 6.3% 9% False True 121,362
10 109.74 90.66 19.08 19.9% 6.04 6.3% 28% False False 118,519
20 117.98 90.66 27.32 28.4% 5.48 5.7% 20% False False 91,684
40 127.50 90.66 36.84 38.3% 4.92 5.1% 15% False False 69,026
60 148.60 90.66 57.94 60.3% 4.99 5.2% 9% False False 60,091
80 148.60 90.66 57.94 60.3% 4.83 5.0% 9% False False 54,512
100 148.60 90.66 57.94 60.3% 4.73 4.9% 9% False False 51,901
120 148.60 90.66 57.94 60.3% 4.42 4.6% 9% False False 46,839
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 0.93
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 153.41
2.618 135.20
1.618 124.04
1.000 117.14
0.618 112.88
HIGH 105.98
0.618 101.72
0.500 100.40
0.382 99.08
LOW 94.82
0.618 87.92
1.000 83.66
1.618 76.76
2.618 65.60
4.250 47.39
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 100.40 101.26
PP 98.96 99.54
S1 97.53 97.81

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

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