NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 80.41 82.90 2.49 3.1% 90.51
High 83.26 85.58 2.32 2.8% 91.45
Low 80.11 79.10 -1.01 -1.3% 77.93
Close 82.04 79.33 -2.71 -3.3% 78.34
Range 3.15 6.48 3.33 105.7% 13.52
ATR 5.60 5.66 0.06 1.1% 0.00
Volume 52,543 39,346 -13,197 -25.1% 215,798
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.78 96.53 82.89
R3 94.30 90.05 81.11
R2 87.82 87.82 80.52
R1 83.57 83.57 79.92 82.46
PP 81.34 81.34 81.34 80.78
S1 77.09 77.09 78.74 75.98
S2 74.86 74.86 78.14
S3 68.38 70.61 77.55
S4 61.90 64.13 75.77
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 89.21 77.93 11.28 14.2% 5.24 6.6% 12% False False 49,192
10 102.55 77.93 24.62 31.0% 5.40 6.8% 6% False False 40,226
20 109.36 77.93 31.43 39.6% 5.75 7.3% 4% False False 36,811
40 123.22 77.93 45.29 57.1% 5.07 6.4% 3% False False 24,489
60 134.05 77.93 56.12 70.7% 4.66 5.9% 2% False False 18,913
80 148.35 77.93 70.42 88.8% 4.34 5.5% 2% False False 15,203
100 148.35 77.93 70.42 88.8% 4.02 5.1% 2% False False 12,659
120 148.35 77.93 70.42 88.8% 3.64 4.6% 2% False False 10,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.12
2.618 102.54
1.618 96.06
1.000 92.06
0.618 89.58
HIGH 85.58
0.618 83.10
0.500 82.34
0.382 81.58
LOW 79.10
0.618 75.10
1.000 72.62
1.618 68.62
2.618 62.14
4.250 51.56
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 82.34 81.76
PP 81.34 80.95
S1 80.33 80.14

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

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