NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 73.50 72.71 -0.79 -1.1% 80.41
High 74.83 76.45 1.62 2.2% 85.58
Low 70.38 72.28 1.90 2.7% 69.40
Close 72.49 74.69 2.20 3.0% 72.49
Range 4.45 4.17 -0.28 -6.3% 16.18
ATR 5.58 5.48 -0.10 -1.8% 0.00
Volume 49,585 32,216 -17,369 -35.0% 213,975
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.98 85.01 76.98
R3 82.81 80.84 75.84
R2 78.64 78.64 75.45
R1 76.67 76.67 75.07 77.66
PP 74.47 74.47 74.47 74.97
S1 72.50 72.50 74.31 73.49
S2 70.30 70.30 73.93
S3 66.13 68.33 73.54
S4 61.96 64.16 72.40
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.36 114.61 81.39
R3 108.18 98.43 76.94
R2 92.00 92.00 75.46
R1 82.25 82.25 73.97 79.04
PP 75.82 75.82 75.82 74.22
S1 66.07 66.07 71.01 62.86
S2 59.64 59.64 69.52
S3 43.46 49.89 68.04
S4 27.28 33.71 63.59
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 21.7% 5.28 7.1% 33% False False 38,729
10 90.92 69.40 21.52 28.8% 5.12 6.8% 25% False False 43,260
20 108.84 69.40 39.44 52.8% 5.55 7.4% 13% False False 38,607
40 121.09 69.40 51.69 69.2% 5.02 6.7% 10% False False 27,739
60 129.52 69.40 60.12 80.5% 4.73 6.3% 9% False False 21,067
80 148.35 69.40 78.95 105.7% 4.47 6.0% 7% False False 17,025
100 148.35 69.40 78.95 105.7% 4.17 5.6% 7% False False 14,098
120 148.35 69.40 78.95 105.7% 3.79 5.1% 7% False False 12,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 94.17
2.618 87.37
1.618 83.20
1.000 80.62
0.618 79.03
HIGH 76.45
0.618 74.86
0.500 74.37
0.382 73.87
LOW 72.28
0.618 69.70
1.000 68.11
1.618 65.53
2.618 61.36
4.250 54.56
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 74.58 74.10
PP 74.47 73.51
S1 74.37 72.93

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

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