NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 62.70 65.57 2.87 4.6% 72.71
High 65.60 69.68 4.08 6.2% 76.45
Low 62.13 64.10 1.97 3.2% 63.12
Close 63.21 67.99 4.78 7.6% 64.58
Range 3.47 5.58 2.11 60.8% 13.33
ATR 5.26 5.35 0.09 1.6% 0.00
Volume 45,044 40,109 -4,935 -11.0% 246,111
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.00 81.57 71.06
R3 78.42 75.99 69.52
R2 72.84 72.84 69.01
R1 70.41 70.41 68.50 71.63
PP 67.26 67.26 67.26 67.86
S1 64.83 64.83 67.48 66.05
S2 61.68 61.68 66.97
S3 56.10 59.25 66.46
S4 50.52 53.67 64.92
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 69.86 61.70 8.16 12.0% 4.76 7.0% 77% False False 56,810
10 76.45 61.70 14.75 21.7% 4.92 7.2% 43% False False 47,455
20 99.06 61.70 37.36 54.9% 5.08 7.5% 17% False False 44,430
40 111.84 61.70 50.14 73.7% 5.10 7.5% 13% False False 34,878
60 123.22 61.70 61.52 90.5% 4.79 7.0% 10% False False 26,356
80 148.35 61.70 86.65 127.4% 4.70 6.9% 7% False False 21,137
100 148.35 61.70 86.65 127.4% 4.29 6.3% 7% False False 17,529
120 148.35 61.70 86.65 127.4% 4.00 5.9% 7% False False 15,018
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 0.74
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.40
2.618 84.29
1.618 78.71
1.000 75.26
0.618 73.13
HIGH 69.68
0.618 67.55
0.500 66.89
0.382 66.23
LOW 64.10
0.618 60.65
1.000 58.52
1.618 55.07
2.618 49.49
4.250 40.39
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 67.62 67.22
PP 67.26 66.46
S1 66.89 65.69

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

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