NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 72.70 75.90 3.20 4.4% 78.04
High 76.24 76.04 -0.20 -0.3% 85.28
Low 71.96 70.30 -1.66 -2.3% 68.92
Close 74.39 72.18 -2.21 -3.0% 72.13
Range 4.28 5.74 1.46 34.1% 16.36
ATR 5.74 5.74 0.00 0.0% 0.00
Volume 188,743 237,629 48,886 25.9% 950,374
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.06 86.86 75.34
R3 84.32 81.12 73.76
R2 78.58 78.58 73.23
R1 75.38 75.38 72.71 74.11
PP 72.84 72.84 72.84 72.21
S1 69.64 69.64 71.65 68.37
S2 67.10 67.10 71.13
S3 61.36 63.90 70.60
S4 55.62 58.16 69.02
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 79.54 68.92 10.62 14.7% 5.20 7.2% 31% False False 195,913
10 89.57 68.92 20.65 28.6% 5.50 7.6% 16% False False 197,126
20 108.44 68.92 39.52 54.8% 5.92 8.2% 8% False False 157,003
40 121.12 68.92 52.20 72.3% 5.55 7.7% 6% False False 117,661
60 129.58 68.92 60.66 84.0% 5.22 7.2% 5% False False 94,171
80 148.60 68.92 79.68 110.4% 5.05 7.0% 4% False False 80,498
100 148.60 68.92 79.68 110.4% 5.03 7.0% 4% False False 72,052
120 148.60 68.92 79.68 110.4% 4.84 6.7% 4% False False 66,636
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 0.90
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.44
2.618 91.07
1.618 85.33
1.000 81.78
0.618 79.59
HIGH 76.04
0.618 73.85
0.500 73.17
0.382 72.49
LOW 70.30
0.618 66.75
1.000 64.56
1.618 61.01
2.618 55.27
4.250 45.91
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 73.17 73.15
PP 72.84 72.83
S1 72.51 72.50

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

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