NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 68.61 66.01 -2.60 -3.8% 65.24
High 71.03 69.26 -1.77 -2.5% 71.03
Low 64.60 63.69 -0.91 -1.4% 61.70
Close 66.54 68.48 1.94 2.9% 68.48
Range 6.43 5.57 -0.86 -13.4% 9.33
ATR 5.43 5.44 0.01 0.2% 0.00
Volume 64,358 74,649 10,291 16.0% 284,340
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.85 81.74 71.54
R3 78.28 76.17 70.01
R2 72.71 72.71 69.50
R1 70.60 70.60 68.99 71.66
PP 67.14 67.14 67.14 67.67
S1 65.03 65.03 67.97 66.09
S2 61.57 61.57 67.46
S3 56.00 59.46 66.95
S4 50.43 53.89 65.42
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.06 91.10 73.61
R3 85.73 81.77 71.05
R2 76.40 76.40 70.19
R1 72.44 72.44 69.34 74.42
PP 67.07 67.07 67.07 68.06
S1 63.11 63.11 67.62 65.09
S2 57.74 57.74 66.77
S3 48.41 53.78 65.91
S4 39.08 44.45 63.35
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 13.6% 5.10 7.5% 73% False False 56,868
10 76.45 61.70 14.75 21.5% 5.10 7.4% 46% False False 53,045
20 91.45 61.70 29.75 43.4% 5.15 7.5% 23% False False 48,011
40 111.02 61.70 49.32 72.0% 5.24 7.6% 14% False False 37,715
60 123.22 61.70 61.52 89.8% 4.90 7.2% 11% False False 28,269
80 148.35 61.70 86.65 126.5% 4.75 6.9% 8% False False 22,760
100 148.35 61.70 86.65 126.5% 4.30 6.3% 8% False False 18,860
120 148.35 61.70 86.65 126.5% 4.08 6.0% 8% False False 16,143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.93
2.618 83.84
1.618 78.27
1.000 74.83
0.618 72.70
HIGH 69.26
0.618 67.13
0.500 66.48
0.382 65.82
LOW 63.69
0.618 60.25
1.000 58.12
1.618 54.68
2.618 49.11
4.250 40.02
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 67.81 68.11
PP 67.14 67.73
S1 66.48 67.36

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

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