NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 73.82 72.68 -1.14 -1.5% 78.04
High 74.83 74.50 -0.33 -0.4% 85.28
Low 68.92 70.06 1.14 1.7% 68.92
Close 70.26 72.13 1.87 2.7% 72.13
Range 5.91 4.44 -1.47 -24.9% 16.36
ATR 5.96 5.86 -0.11 -1.8% 0.00
Volume 154,570 228,937 74,367 48.1% 950,374
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.55 83.28 74.57
R3 81.11 78.84 73.35
R2 76.67 76.67 72.94
R1 74.40 74.40 72.54 73.32
PP 72.23 72.23 72.23 71.69
S1 69.96 69.96 71.72 68.88
S2 67.79 67.79 71.32
S3 63.35 65.52 70.91
S4 58.91 61.08 69.69
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.52 114.69 81.13
R3 108.16 98.33 76.63
R2 91.80 91.80 75.13
R1 81.97 81.97 73.63 78.71
PP 75.44 75.44 75.44 73.81
S1 65.61 65.61 70.63 62.35
S2 59.08 59.08 69.13
S3 42.72 49.25 67.63
S4 26.36 32.89 63.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.28 68.92 16.36 22.7% 5.49 7.6% 20% False False 190,074
10 91.72 68.92 22.80 31.6% 5.53 7.7% 14% False False 179,221
20 109.74 68.92 40.82 56.6% 6.09 8.4% 8% False False 149,530
40 122.78 68.92 53.86 74.7% 5.54 7.7% 6% False False 109,565
60 129.58 68.92 60.66 84.1% 5.15 7.1% 5% False False 89,055
80 148.60 68.92 79.68 110.5% 5.03 7.0% 4% False False 76,048
100 148.60 68.92 79.68 110.5% 5.01 6.9% 4% False False 68,500
120 148.60 68.92 79.68 110.5% 4.83 6.7% 4% False False 63,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.37
2.618 86.12
1.618 81.68
1.000 78.94
0.618 77.24
HIGH 74.50
0.618 72.80
0.500 72.28
0.382 71.76
LOW 70.06
0.618 67.32
1.000 65.62
1.618 62.88
2.618 58.44
4.250 51.19
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 72.28 74.23
PP 72.23 73.53
S1 72.18 72.83

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

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