NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 79.90 74.25 -5.65 -7.1% 90.51
High 79.90 75.16 -4.74 -5.9% 91.45
Low 74.34 69.40 -4.94 -6.6% 77.93
Close 75.24 70.69 -4.55 -6.0% 78.34
Range 5.56 5.76 0.20 3.6% 13.52
ATR 5.65 5.67 0.01 0.2% 0.00
Volume 38,978 33,523 -5,455 -14.0% 215,798
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.03 85.62 73.86
R3 83.27 79.86 72.27
R2 77.51 77.51 71.75
R1 74.10 74.10 71.22 72.93
PP 71.75 71.75 71.75 71.16
S1 68.34 68.34 70.16 67.17
S2 65.99 65.99 69.63
S3 60.23 62.58 69.11
S4 54.47 56.82 67.52
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 85.58 69.40 16.18 22.9% 5.65 8.0% 8% False True 41,602
10 94.90 69.40 25.50 36.1% 5.20 7.4% 5% False True 41,466
20 109.36 69.40 39.96 56.5% 5.73 8.1% 3% False True 37,078
40 123.22 69.40 53.82 76.1% 5.13 7.3% 2% False True 26,039
60 129.52 69.40 60.12 85.0% 4.68 6.6% 2% False True 19,993
80 148.35 69.40 78.95 111.7% 4.42 6.3% 2% False True 16,067
100 148.35 69.40 78.95 111.7% 4.11 5.8% 2% False True 13,336
120 148.35 69.40 78.95 111.7% 3.73 5.3% 2% False True 11,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.64
2.618 90.24
1.618 84.48
1.000 80.92
0.618 78.72
HIGH 75.16
0.618 72.96
0.500 72.28
0.382 71.60
LOW 69.40
0.618 65.84
1.000 63.64
1.618 60.08
2.618 54.32
4.250 44.92
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 72.28 77.49
PP 71.75 75.22
S1 71.22 72.96

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

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