NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 88.25 88.40 0.15 0.2% 105.98
High 89.57 89.28 -0.29 -0.3% 105.98
Low 84.82 84.22 -0.60 -0.7% 90.55
Close 88.43 86.62 -1.81 -2.0% 93.01
Range 4.75 5.06 0.31 6.5% 15.43
ATR 5.82 5.77 -0.05 -0.9% 0.00
Volume 193,234 228,079 34,845 18.0% 551,934
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.89 99.31 89.40
R3 96.83 94.25 88.01
R2 91.77 91.77 87.55
R1 89.19 89.19 87.08 87.95
PP 86.71 86.71 86.71 86.09
S1 84.13 84.13 86.16 82.89
S2 81.65 81.65 85.69
S3 76.59 79.07 85.23
S4 71.53 74.01 83.84
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 95.13 84.22 10.91 12.6% 4.93 5.7% 22% False True 157,956
10 107.30 84.22 23.08 26.6% 6.35 7.3% 10% False True 131,881
20 109.74 84.22 25.52 29.5% 5.91 6.8% 9% False True 123,142
40 122.87 84.22 38.65 44.6% 5.33 6.1% 6% False True 87,600
60 138.56 84.22 54.34 62.7% 5.03 5.8% 4% False True 74,242
80 148.60 84.22 64.38 74.3% 4.94 5.7% 4% False True 64,415
100 148.60 84.22 64.38 74.3% 4.96 5.7% 4% False True 60,624
120 148.60 84.22 64.38 74.3% 4.69 5.4% 4% False True 55,244
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 1.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.79
2.618 102.53
1.618 97.47
1.000 94.34
0.618 92.41
HIGH 89.28
0.618 87.35
0.500 86.75
0.382 86.15
LOW 84.22
0.618 81.09
1.000 79.16
1.618 76.03
2.618 70.97
4.250 62.72
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 86.75 87.84
PP 86.71 87.43
S1 86.66 87.03

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

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