NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 71.47 67.21 -4.26 -6.0% 78.04
High 71.80 69.42 -2.38 -3.3% 85.28
Low 66.20 65.90 -0.30 -0.5% 68.92
Close 66.75 67.84 1.09 1.6% 72.13
Range 5.60 3.52 -2.08 -37.1% 16.36
ATR 5.76 5.60 -0.16 -2.8% 0.00
Volume 232,994 272,317 39,323 16.9% 950,374
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.28 76.58 69.78
R3 74.76 73.06 68.81
R2 71.24 71.24 68.49
R1 69.54 69.54 68.16 70.39
PP 67.72 67.72 67.72 68.15
S1 66.02 66.02 67.52 66.87
S2 64.20 64.20 67.19
S3 60.68 62.50 66.87
S4 57.16 58.98 65.90
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 76.24 65.90 10.34 15.2% 4.72 7.0% 19% False True 232,124
10 85.28 65.90 19.38 28.6% 5.44 8.0% 10% False True 205,526
20 107.30 65.90 41.40 61.0% 5.89 8.7% 5% False True 168,703
40 121.12 65.90 55.22 81.4% 5.56 8.2% 4% False True 128,599
60 129.58 65.90 63.68 93.9% 5.18 7.6% 3% False True 101,210
80 148.60 65.90 82.70 121.9% 5.08 7.5% 2% False True 85,926
100 148.60 65.90 82.70 121.9% 5.06 7.5% 2% False True 76,449
120 148.60 65.90 82.70 121.9% 4.85 7.2% 2% False True 70,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.84
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 84.38
2.618 78.64
1.618 75.12
1.000 72.94
0.618 71.60
HIGH 69.42
0.618 68.08
0.500 67.66
0.382 67.24
LOW 65.90
0.618 63.72
1.000 62.38
1.618 60.20
2.618 56.68
4.250 50.94
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 67.78 70.97
PP 67.72 69.93
S1 67.66 68.88

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

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