NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 76.22 72.00 -4.22 -5.5% 80.41
High 76.22 72.15 -4.07 -5.3% 85.58
Low 70.76 66.61 -4.15 -5.9% 69.40
Close 72.64 67.16 -5.48 -7.5% 72.49
Range 5.46 5.54 0.08 1.5% 16.18
ATR 5.48 5.52 0.04 0.7% 0.00
Volume 33,209 41,967 8,758 26.4% 213,975
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.26 81.75 70.21
R3 79.72 76.21 68.68
R2 74.18 74.18 68.18
R1 70.67 70.67 67.67 69.66
PP 68.64 68.64 68.64 68.13
S1 65.13 65.13 66.65 64.12
S2 63.10 63.10 66.14
S3 57.56 59.59 65.64
S4 52.02 54.05 64.11
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 76.45 66.61 9.84 14.7% 5.08 7.6% 6% False True 38,100
10 89.21 66.61 22.60 33.7% 5.26 7.8% 2% False True 42,456
20 107.36 66.61 40.75 60.7% 5.61 8.4% 1% False True 37,249
40 121.09 66.61 54.48 81.1% 5.13 7.6% 1% False True 29,352
60 129.52 66.61 62.91 93.7% 4.80 7.2% 1% False True 22,156
80 148.35 66.61 81.74 121.7% 4.55 6.8% 1% False True 17,899
100 148.35 66.61 81.74 121.7% 4.22 6.3% 1% False True 14,805
120 148.35 66.61 81.74 121.7% 3.87 5.8% 1% False True 12,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.70
2.618 86.65
1.618 81.11
1.000 77.69
0.618 75.57
HIGH 72.15
0.618 70.03
0.500 69.38
0.382 68.73
LOW 66.61
0.618 63.19
1.000 61.07
1.618 57.65
2.618 52.11
4.250 43.07
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 69.38 71.53
PP 68.64 70.07
S1 67.90 68.62

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

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