NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 101.50 98.09 -3.41 -3.4% 102.56
High 102.37 99.50 -2.87 -2.8% 109.74
Low 95.27 92.87 -2.40 -2.5% 101.80
Close 97.92 93.29 -4.63 -4.7% 106.18
Range 7.10 6.63 -0.47 -6.6% 7.94
ATR 5.98 6.03 0.05 0.8% 0.00
Volume 112,399 142,302 29,903 26.6% 646,473
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 115.11 110.83 96.94
R3 108.48 104.20 95.11
R2 101.85 101.85 94.51
R1 97.57 97.57 93.90 96.40
PP 95.22 95.22 95.22 94.63
S1 90.94 90.94 92.68 89.77
S2 88.59 88.59 92.07
S3 81.96 84.31 91.47
S4 75.33 77.68 89.64
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
5 107.30 92.87 14.43 15.5% 7.77 8.3% 3% False True 105,805
10 109.74 92.87 16.87 18.1% 6.80 7.3% 2% False True 118,710
20 110.98 90.66 20.32 21.8% 5.71 6.1% 13% False False 100,027
40 122.87 90.66 32.21 34.5% 5.19 5.6% 8% False False 74,387
60 148.60 90.66 57.94 62.1% 5.16 5.5% 5% False False 64,118
80 148.60 90.66 57.94 62.1% 4.90 5.3% 5% False False 56,815
100 148.60 90.66 57.94 62.1% 4.88 5.2% 5% False False 54,327
120 148.60 90.66 57.94 62.1% 4.58 4.9% 5% False False 49,438
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 1.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127.68
2.618 116.86
1.618 110.23
1.000 106.13
0.618 103.60
HIGH 99.50
0.618 96.97
0.500 96.19
0.382 95.40
LOW 92.87
0.618 88.77
1.000 86.24
1.618 82.14
2.618 75.51
4.250 64.69
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 96.19 98.16
PP 95.22 96.54
S1 94.26 94.91

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

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