NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 82.90 79.90 -3.00 -3.6% 90.51
High 85.58 79.90 -5.68 -6.6% 91.45
Low 79.10 74.34 -4.76 -6.0% 77.93
Close 79.33 75.24 -4.09 -5.2% 78.34
Range 6.48 5.56 -0.92 -14.2% 13.52
ATR 5.66 5.65 -0.01 -0.1% 0.00
Volume 39,346 38,978 -368 -0.9% 215,798
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 93.17 89.77 78.30
R3 87.61 84.21 76.77
R2 82.05 82.05 76.26
R1 78.65 78.65 75.75 77.57
PP 76.49 76.49 76.49 75.96
S1 73.09 73.09 74.73 72.01
S2 70.93 70.93 74.22
S3 65.37 67.53 73.71
S4 59.81 61.97 72.18
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 74.34 14.87 19.8% 5.44 7.2% 6% False True 46,813
10 99.06 74.34 24.72 32.9% 5.24 7.0% 4% False True 41,405
20 109.36 74.34 35.02 46.5% 5.74 7.6% 3% False True 36,636
40 123.22 74.34 48.88 65.0% 5.09 6.8% 2% False True 25,339
60 130.29 74.34 55.95 74.4% 4.66 6.2% 2% False True 19,509
80 148.35 74.34 74.01 98.4% 4.40 5.8% 1% False True 15,678
100 148.35 74.34 74.01 98.4% 4.07 5.4% 1% False True 13,018
120 148.35 74.34 74.01 98.4% 3.68 4.9% 1% False True 11,138
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 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.53
2.618 94.46
1.618 88.90
1.000 85.46
0.618 83.34
HIGH 79.90
0.618 77.78
0.500 77.12
0.382 76.46
LOW 74.34
0.618 70.90
1.000 68.78
1.618 65.34
2.618 59.78
4.250 50.71
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 77.12 79.96
PP 76.49 78.39
S1 75.87 76.81

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

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