NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 72.71 76.22 3.51 4.8% 80.41
High 76.45 76.22 -0.23 -0.3% 85.58
Low 72.28 70.76 -1.52 -2.1% 69.40
Close 74.69 72.64 -2.05 -2.7% 72.49
Range 4.17 5.46 1.29 30.9% 16.18
ATR 5.48 5.48 0.00 0.0% 0.00
Volume 32,216 33,209 993 3.1% 213,975
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.59 86.57 75.64
R3 84.13 81.11 74.14
R2 78.67 78.67 73.64
R1 75.65 75.65 73.14 74.43
PP 73.21 73.21 73.21 72.60
S1 70.19 70.19 72.14 68.97
S2 67.75 67.75 71.64
S3 62.29 64.73 71.14
S4 56.83 59.27 69.64
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 79.90 69.40 10.50 14.5% 5.08 7.0% 31% False False 37,502
10 89.21 69.40 19.81 27.3% 5.16 7.1% 16% False False 43,347
20 108.10 69.40 38.70 53.3% 5.54 7.6% 8% False False 37,848
40 121.09 69.40 51.69 71.2% 5.11 7.0% 6% False False 28,360
60 129.52 69.40 60.12 82.8% 4.79 6.6% 5% False False 21,535
80 148.35 69.40 78.95 108.7% 4.51 6.2% 4% False False 17,407
100 148.35 69.40 78.95 108.7% 4.20 5.8% 4% False False 14,408
120 148.35 69.40 78.95 108.7% 3.83 5.3% 4% False False 12,365
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 0.76
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.43
2.618 90.51
1.618 85.05
1.000 81.68
0.618 79.59
HIGH 76.22
0.618 74.13
0.500 73.49
0.382 72.85
LOW 70.76
0.618 67.39
1.000 65.30
1.618 61.93
2.618 56.47
4.250 47.56
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 73.49 73.42
PP 73.21 73.16
S1 72.92 72.90

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

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