NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 72.00 67.69 -4.31 -6.0% 80.41
High 72.15 69.82 -2.33 -3.2% 85.58
Low 66.61 66.26 -0.35 -0.5% 69.40
Close 67.16 68.24 1.08 1.6% 72.49
Range 5.54 3.56 -1.98 -35.7% 16.18
ATR 5.52 5.38 -0.14 -2.5% 0.00
Volume 41,967 73,374 31,407 74.8% 213,975
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.79 77.07 70.20
R3 75.23 73.51 69.22
R2 71.67 71.67 68.89
R1 69.95 69.95 68.57 70.81
PP 68.11 68.11 68.11 68.54
S1 66.39 66.39 67.91 67.25
S2 64.55 64.55 67.59
S3 60.99 62.83 67.26
S4 57.43 59.27 66.28
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 66.26 10.19 14.9% 4.64 6.8% 19% False True 46,070
10 85.58 66.26 19.32 28.3% 5.14 7.5% 10% False True 43,836
20 107.05 66.26 40.79 59.8% 5.55 8.1% 5% False True 39,640
40 121.09 66.26 54.83 80.3% 5.15 7.6% 4% False True 30,940
60 129.52 66.26 63.26 92.7% 4.77 7.0% 3% False True 23,282
80 148.35 66.26 82.09 120.3% 4.54 6.7% 2% False True 18,770
100 148.35 66.26 82.09 120.3% 4.24 6.2% 2% False True 15,522
120 148.35 66.26 82.09 120.3% 3.88 5.7% 2% False True 13,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.73
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.95
2.618 79.14
1.618 75.58
1.000 73.38
0.618 72.02
HIGH 69.82
0.618 68.46
0.500 68.04
0.382 67.62
LOW 66.26
0.618 64.06
1.000 62.70
1.618 60.50
2.618 56.94
4.250 51.13
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 68.17 71.24
PP 68.11 70.24
S1 68.04 69.24

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

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