NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 85.17 80.41 -4.76 -5.6% 90.51
High 85.23 83.26 -1.97 -2.3% 91.45
Low 77.93 80.11 2.18 2.8% 77.93
Close 78.34 82.04 3.70 4.7% 78.34
Range 7.30 3.15 -4.15 -56.8% 13.52
ATR 5.65 5.60 -0.05 -0.9% 0.00
Volume 43,623 52,543 8,920 20.4% 215,798
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 91.25 89.80 83.77
R3 88.10 86.65 82.91
R2 84.95 84.95 82.62
R1 83.50 83.50 82.33 84.23
PP 81.80 81.80 81.80 82.17
S1 80.35 80.35 81.75 81.08
S2 78.65 78.65 81.46
S3 75.50 77.20 81.17
S4 72.35 74.05 80.31
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 90.92 77.93 12.99 15.8% 4.95 6.0% 32% False False 47,791
10 102.55 77.93 24.62 30.0% 5.58 6.8% 17% False False 39,394
20 109.36 77.93 31.43 38.3% 5.61 6.8% 13% False False 35,974
40 123.22 77.93 45.29 55.2% 4.99 6.1% 9% False False 23,644
60 134.05 77.93 56.12 68.4% 4.59 5.6% 7% False False 18,347
80 148.35 77.93 70.42 85.8% 4.27 5.2% 6% False False 14,738
100 148.35 77.93 70.42 85.8% 3.98 4.8% 6% False False 12,322
120 148.35 77.93 70.42 85.8% 3.60 4.4% 6% False False 10,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 96.65
2.618 91.51
1.618 88.36
1.000 86.41
0.618 85.21
HIGH 83.26
0.618 82.06
0.500 81.69
0.382 81.31
LOW 80.11
0.618 78.16
1.000 76.96
1.618 75.01
2.618 71.86
4.250 66.72
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 81.92 83.57
PP 81.80 83.06
S1 81.69 82.55

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

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