NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 65.57 68.61 3.04 4.6% 72.71
High 69.68 71.03 1.35 1.9% 76.45
Low 64.10 64.60 0.50 0.8% 63.12
Close 67.99 66.54 -1.45 -2.1% 64.58
Range 5.58 6.43 0.85 15.2% 13.33
ATR 5.35 5.43 0.08 1.4% 0.00
Volume 40,109 64,358 24,249 60.5% 246,111
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.68 83.04 70.08
R3 80.25 76.61 68.31
R2 73.82 73.82 67.72
R1 70.18 70.18 67.13 68.79
PP 67.39 67.39 67.39 66.69
S1 63.75 63.75 65.95 62.36
S2 60.96 60.96 65.36
S3 54.53 57.32 64.77
S4 48.10 50.89 63.00
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 71.03 61.70 9.33 14.0% 5.34 8.0% 52% True False 55,007
10 76.45 61.70 14.75 22.2% 4.99 7.5% 33% False False 50,538
20 94.90 61.70 33.20 49.9% 5.09 7.7% 15% False False 46,002
40 111.02 61.70 49.32 74.1% 5.17 7.8% 10% False False 36,168
60 123.22 61.70 61.52 92.5% 4.85 7.3% 8% False False 27,235
80 148.35 61.70 86.65 130.2% 4.75 7.1% 6% False False 21,876
100 148.35 61.70 86.65 130.2% 4.29 6.4% 6% False False 18,140
120 148.35 61.70 86.65 130.2% 4.04 6.1% 6% False False 15,542
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 0.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.36
2.618 87.86
1.618 81.43
1.000 77.46
0.618 75.00
HIGH 71.03
0.618 68.57
0.500 67.82
0.382 67.06
LOW 64.60
0.618 60.63
1.000 58.17
1.618 54.20
2.618 47.77
4.250 37.27
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 67.82 66.58
PP 67.39 66.57
S1 66.97 66.55

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

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