NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 84.95 78.04 -6.91 -8.1% 91.72
High 85.03 82.90 -2.13 -2.5% 91.72
Low 77.28 78.04 0.76 1.0% 77.28
Close 77.99 81.68 3.69 4.7% 77.99
Range 7.75 4.86 -2.89 -37.3% 14.44
ATR 6.02 5.94 -0.08 -1.3% 0.00
Volume 173,210 244,901 71,691 41.4% 841,837
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.45 93.43 84.35
R3 90.59 88.57 83.02
R2 85.73 85.73 82.57
R1 83.71 83.71 82.13 84.72
PP 80.87 80.87 80.87 81.38
S1 78.85 78.85 81.23 79.86
S2 76.01 76.01 80.79
S3 71.15 73.99 80.34
S4 66.29 69.13 79.01
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 125.65 116.26 85.93
R3 111.21 101.82 81.96
R2 96.77 96.77 80.64
R1 87.38 87.38 79.31 84.86
PP 82.33 82.33 82.33 81.07
S1 72.94 72.94 76.67 70.42
S2 67.89 67.89 75.34
S3 53.45 58.50 74.02
S4 39.01 44.06 70.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.45 77.28 14.17 17.3% 5.49 6.7% 31% False False 195,640
10 103.45 77.28 26.17 32.0% 6.12 7.5% 17% False False 156,522
20 109.74 77.28 32.46 39.7% 6.08 7.4% 14% False False 137,520
40 122.87 77.28 45.59 55.8% 5.45 6.7% 10% False False 95,686
60 134.15 77.28 56.87 69.6% 5.05 6.2% 8% False False 79,588
80 148.60 77.28 71.32 87.3% 4.97 6.1% 6% False False 68,639
100 148.60 77.28 71.32 87.3% 4.96 6.1% 6% False False 63,711
120 148.60 77.28 71.32 87.3% 4.75 5.8% 6% False False 58,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.56
2.618 95.62
1.618 90.76
1.000 87.76
0.618 85.90
HIGH 82.90
0.618 81.04
0.500 80.47
0.382 79.90
LOW 78.04
0.618 75.04
1.000 73.18
1.618 70.18
2.618 65.32
4.250 57.39
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 81.28 83.28
PP 80.87 82.75
S1 80.47 82.21

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

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