NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 87.05 88.00 0.95 1.1% 105.10
High 90.92 89.21 -1.71 -1.9% 105.82
Low 85.92 84.66 -1.26 -1.5% 90.51
Close 88.40 88.48 0.08 0.1% 92.81
Range 5.00 4.55 -0.45 -9.0% 15.31
ATR 5.52 5.45 -0.07 -1.2% 0.00
Volume 32,342 50,871 18,529 57.3% 148,774
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.10 99.34 90.98
R3 96.55 94.79 89.73
R2 92.00 92.00 89.31
R1 90.24 90.24 88.90 91.12
PP 87.45 87.45 87.45 87.89
S1 85.69 85.69 88.06 86.57
S2 82.90 82.90 87.65
S3 78.35 81.14 87.23
S4 73.80 76.59 85.98
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.31 132.87 101.23
R3 127.00 117.56 97.02
R2 111.69 111.69 95.62
R1 102.25 102.25 94.21 99.32
PP 96.38 96.38 96.38 94.91
S1 86.94 86.94 91.41 84.01
S2 81.07 81.07 90.00
S3 65.76 71.63 88.60
S4 50.45 56.32 84.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.06 84.66 14.40 16.3% 5.04 5.7% 27% False True 35,997
10 107.36 84.66 22.70 25.7% 5.97 6.7% 17% False True 32,041
20 109.36 84.66 24.70 27.9% 5.47 6.2% 15% False True 30,956
40 123.22 84.66 38.56 43.6% 4.87 5.5% 10% False True 20,279
60 141.22 84.66 56.56 63.9% 4.60 5.2% 7% False True 16,004
80 148.35 84.66 63.69 72.0% 4.20 4.7% 6% False True 12,889
100 148.35 84.66 63.69 72.0% 3.97 4.5% 6% False True 10,854
120 148.35 84.66 63.69 72.0% 3.50 4.0% 6% False True 9,209
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 1.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.55
2.618 101.12
1.618 96.57
1.000 93.76
0.618 92.02
HIGH 89.21
0.618 87.47
0.500 86.94
0.382 86.40
LOW 84.66
0.618 81.85
1.000 80.11
1.618 77.30
2.618 72.75
4.250 65.32
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 87.97 88.34
PP 87.45 88.20
S1 86.94 88.06

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

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