NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 65.24 62.70 -2.54 -3.9% 72.71
High 66.16 65.60 -0.56 -0.8% 76.45
Low 61.70 62.13 0.43 0.7% 63.12
Close 63.71 63.21 -0.50 -0.8% 64.58
Range 4.46 3.47 -0.99 -22.2% 13.33
ATR 5.40 5.26 -0.14 -2.6% 0.00
Volume 60,180 45,044 -15,136 -25.2% 246,111
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 74.06 72.10 65.12
R3 70.59 68.63 64.16
R2 67.12 67.12 63.85
R1 65.16 65.16 63.53 66.14
PP 63.65 63.65 63.65 64.14
S1 61.69 61.69 62.89 62.67
S2 60.18 60.18 62.57
S3 56.71 58.22 62.26
S4 53.24 54.75 61.30
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.04 99.64 71.91
R3 94.71 86.31 68.25
R2 81.38 81.38 67.02
R1 72.98 72.98 65.80 70.52
PP 68.05 68.05 68.05 66.82
S1 59.65 59.65 63.36 57.19
S2 54.72 54.72 62.14
S3 41.39 46.32 60.91
S4 28.06 32.99 57.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.15 61.70 10.45 16.5% 4.75 7.5% 14% False False 57,182
10 79.90 61.70 18.20 28.8% 4.92 7.8% 8% False False 47,342
20 102.55 61.70 40.85 64.6% 5.16 8.2% 4% False False 43,784
40 111.84 61.70 50.14 79.3% 5.01 7.9% 3% False False 34,383
60 123.22 61.70 61.52 97.3% 4.74 7.5% 2% False False 25,784
80 148.35 61.70 86.65 137.1% 4.67 7.4% 2% False False 20,696
100 148.35 61.70 86.65 137.1% 4.25 6.7% 2% False False 17,155
120 148.35 61.70 86.65 137.1% 3.96 6.3% 2% False False 14,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 80.35
2.618 74.68
1.618 71.21
1.000 69.07
0.618 67.74
HIGH 65.60
0.618 64.27
0.500 63.87
0.382 63.46
LOW 62.13
0.618 59.99
1.000 58.66
1.618 56.52
2.618 53.05
4.250 47.38
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 63.87 65.78
PP 63.65 64.92
S1 63.43 64.07

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

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