NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 88.57 85.17 -3.40 -3.8% 90.51
High 89.21 85.23 -3.98 -4.5% 91.45
Low 84.48 77.93 -6.55 -7.8% 77.93
Close 86.91 78.34 -8.57 -9.9% 78.34
Range 4.73 7.30 2.57 54.3% 13.52
ATR 5.40 5.65 0.26 4.7% 0.00
Volume 59,577 43,623 -15,954 -26.8% 215,798
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 102.40 97.67 82.36
R3 95.10 90.37 80.35
R2 87.80 87.80 79.68
R1 83.07 83.07 79.01 81.79
PP 80.50 80.50 80.50 79.86
S1 75.77 75.77 77.67 74.49
S2 73.20 73.20 77.00
S3 65.90 68.47 76.33
S4 58.60 61.17 74.33
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 123.13 114.26 85.78
R3 109.61 100.74 82.06
R2 96.09 96.09 80.82
R1 87.22 87.22 79.58 84.90
PP 82.57 82.57 82.57 81.41
S1 73.70 73.70 77.10 71.38
S2 69.05 69.05 75.86
S3 55.53 60.18 74.62
S4 42.01 46.66 70.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.45 77.93 13.52 17.3% 5.33 6.8% 3% False True 43,159
10 105.82 77.93 27.89 35.6% 6.35 8.1% 1% False True 36,457
20 109.36 77.93 31.43 40.1% 5.78 7.4% 1% False True 34,244
40 123.22 77.93 45.29 57.8% 4.98 6.4% 1% False True 22,466
60 134.20 77.93 56.27 71.8% 4.60 5.9% 1% False True 17,563
80 148.35 77.93 70.42 89.9% 4.25 5.4% 1% False True 14,116
100 148.35 77.93 70.42 89.9% 4.01 5.1% 1% False True 11,832
120 148.35 77.93 70.42 89.9% 3.58 4.6% 1% False True 10,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 104.34
1.618 97.04
1.000 92.53
0.618 89.74
HIGH 85.23
0.618 82.44
0.500 81.58
0.382 80.72
LOW 77.93
0.618 73.42
1.000 70.63
1.618 66.12
2.618 58.82
4.250 46.91
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 81.58 83.57
PP 80.50 81.83
S1 79.42 80.08

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

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