NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 93.32 91.72 -1.60 -1.7% 105.98
High 95.13 91.72 -3.41 -3.6% 105.98
Low 90.55 86.49 -4.06 -4.5% 90.55
Close 93.01 86.71 -6.30 -6.8% 93.01
Range 4.58 5.23 0.65 14.2% 15.43
ATR 5.93 5.97 0.04 0.7% 0.00
Volume 121,157 108,538 -12,619 -10.4% 551,934
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 104.00 100.58 89.59
R3 98.77 95.35 88.15
R2 93.54 93.54 87.67
R1 90.12 90.12 87.19 89.22
PP 88.31 88.31 88.31 87.85
S1 84.89 84.89 86.23 83.99
S2 83.08 83.08 85.75
S3 77.85 79.66 85.27
S4 72.62 74.43 83.83
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
5 103.45 86.49 16.96 19.6% 6.75 7.8% 1% False True 117,405
10 108.90 86.49 22.41 25.8% 6.39 7.4% 1% False True 119,384
20 109.74 86.49 23.25 26.8% 5.78 6.7% 1% False True 106,360
40 122.87 86.49 36.38 42.0% 5.25 6.1% 1% False True 77,157
60 148.03 86.49 61.54 71.0% 5.12 5.9% 0% False True 66,849
80 148.60 86.49 62.11 71.6% 4.92 5.7% 0% False True 58,604
100 148.60 86.49 62.11 71.6% 4.91 5.7% 0% False True 56,066
120 148.60 86.49 62.11 71.6% 4.63 5.3% 0% False True 51,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.95
2.618 105.41
1.618 100.18
1.000 96.95
0.618 94.95
HIGH 91.72
0.618 89.72
0.500 89.11
0.382 88.49
LOW 86.49
0.618 83.26
1.000 81.26
1.618 78.03
2.618 72.80
4.250 64.26
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 89.11 93.00
PP 88.31 90.90
S1 87.51 88.81

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

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