NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 82.50 79.33 -3.17 -3.8% 91.72
High 85.28 79.54 -5.74 -6.7% 91.72
Low 78.66 73.91 -4.75 -6.0% 77.28
Close 78.95 74.88 -4.07 -5.2% 77.99
Range 6.62 5.63 -0.99 -15.0% 14.44
ATR 5.99 5.96 -0.03 -0.4% 0.00
Volume 152,280 169,686 17,406 11.4% 841,837
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 93.00 89.57 77.98
R3 87.37 83.94 76.43
R2 81.74 81.74 75.91
R1 78.31 78.31 75.40 77.21
PP 76.11 76.11 76.11 75.56
S1 72.68 72.68 74.36 71.58
S2 70.48 70.48 73.85
S3 64.85 67.05 73.33
S4 59.22 61.42 71.78
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 89.28 73.91 15.37 20.5% 5.98 8.0% 6% False True 193,631
10 99.50 73.91 25.59 34.2% 5.62 7.5% 4% False True 167,216
20 109.74 73.91 35.83 47.8% 6.20 8.3% 3% False True 141,913
40 122.87 73.91 48.96 65.4% 5.55 7.4% 2% False True 102,104
60 130.07 73.91 56.16 75.0% 5.10 6.8% 2% False True 83,870
80 148.60 73.91 74.69 99.7% 5.04 6.7% 1% False True 72,114
100 148.60 73.91 74.69 99.7% 5.01 6.7% 1% False True 65,502
120 148.60 73.91 74.69 99.7% 4.80 6.4% 1% False True 60,661
Crabel Price Patterns
NR True
NR4 False
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 0.97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.47
2.618 94.28
1.618 88.65
1.000 85.17
0.618 83.02
HIGH 79.54
0.618 77.39
0.500 76.73
0.382 76.06
LOW 73.91
0.618 70.43
1.000 68.28
1.618 64.80
2.618 59.17
4.250 49.98
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 76.73 79.60
PP 76.11 78.02
S1 75.50 76.45

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

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