NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 67.21 69.42 2.21 3.3% 72.70
High 69.42 69.50 0.08 0.1% 76.24
Low 65.90 62.65 -3.25 -4.9% 62.65
Close 67.84 64.15 -3.69 -5.4% 64.15
Range 3.52 6.85 3.33 94.6% 13.59
ATR 5.60 5.69 0.09 1.6% 0.00
Volume 272,317 256,889 -15,428 -5.7% 1,188,572
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.98 81.92 67.92
R3 79.13 75.07 66.03
R2 72.28 72.28 65.41
R1 68.22 68.22 64.78 66.83
PP 65.43 65.43 65.43 64.74
S1 61.37 61.37 63.52 59.98
S2 58.58 58.58 62.89
S3 51.73 54.52 62.27
S4 44.88 47.67 60.38
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.45 99.89 71.62
R3 94.86 86.30 67.89
R2 81.27 81.27 66.64
R1 72.71 72.71 65.40 70.20
PP 67.68 67.68 67.68 66.42
S1 59.12 59.12 62.90 56.61
S2 54.09 54.09 61.66
S3 40.50 45.53 60.41
S4 26.91 31.94 56.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.24 62.65 13.59 21.2% 5.20 8.1% 11% False True 237,714
10 85.28 62.65 22.63 35.3% 5.35 8.3% 7% False True 213,894
20 105.98 62.65 43.33 67.5% 6.05 9.4% 3% False True 176,635
40 119.44 62.65 56.79 88.5% 5.57 8.7% 3% False True 133,500
60 129.58 62.65 66.93 104.3% 5.21 8.1% 2% False True 104,431
80 148.60 62.65 85.95 134.0% 5.13 8.0% 2% False True 88,723
100 148.60 62.65 85.95 134.0% 5.06 7.9% 2% False True 78,666
120 148.60 62.65 85.95 134.0% 4.88 7.6% 2% False True 72,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 98.61
2.618 87.43
1.618 80.58
1.000 76.35
0.618 73.73
HIGH 69.50
0.618 66.88
0.500 66.08
0.382 65.27
LOW 62.65
0.618 58.42
1.000 55.80
1.618 51.57
2.618 44.72
4.250 33.54
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 66.08 67.23
PP 65.43 66.20
S1 64.79 65.18

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

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