NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 98.09 93.32 -4.77 -4.9% 105.98
High 99.50 95.13 -4.37 -4.4% 105.98
Low 92.87 90.55 -2.32 -2.5% 90.55
Close 93.29 93.01 -0.28 -0.3% 93.01
Range 6.63 4.58 -2.05 -30.9% 15.43
ATR 6.03 5.93 -0.10 -1.7% 0.00
Volume 142,302 121,157 -21,145 -14.9% 551,934
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 106.64 104.40 95.53
R3 102.06 99.82 94.27
R2 97.48 97.48 93.85
R1 95.24 95.24 93.43 94.07
PP 92.90 92.90 92.90 92.31
S1 90.66 90.66 92.59 89.49
S2 88.32 88.32 92.17
S3 83.74 86.08 91.75
S4 79.16 81.50 90.49
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.80 133.34 101.50
R3 127.37 117.91 97.25
R2 111.94 111.94 95.84
R1 102.48 102.48 94.42 99.50
PP 96.51 96.51 96.51 95.02
S1 87.05 87.05 91.60 84.07
S2 81.08 81.08 90.18
S3 65.65 71.62 88.77
S4 50.22 56.19 84.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.98 90.55 15.43 16.6% 7.94 8.5% 16% False True 110,386
10 109.74 90.55 19.19 20.6% 6.66 7.2% 13% False True 119,840
20 110.98 90.55 20.43 22.0% 5.79 6.2% 12% False True 103,569
40 122.87 90.55 32.32 34.7% 5.22 5.6% 8% False True 76,013
60 148.60 90.55 58.05 62.4% 5.13 5.5% 4% False True 65,649
80 148.60 90.55 58.05 62.4% 4.90 5.3% 4% False True 57,806
100 148.60 90.55 58.05 62.4% 4.91 5.3% 4% False True 55,263
120 148.60 90.55 58.05 62.4% 4.60 4.9% 4% False True 50,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.60
2.618 107.12
1.618 102.54
1.000 99.71
0.618 97.96
HIGH 95.13
0.618 93.38
0.500 92.84
0.382 92.30
LOW 90.55
0.618 87.72
1.000 85.97
1.618 83.14
2.618 78.56
4.250 71.09
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 92.95 96.46
PP 92.90 95.31
S1 92.84 94.16

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

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