NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 66.01 68.00 1.99 3.0% 65.24
High 69.26 69.76 0.50 0.7% 71.03
Low 63.69 64.31 0.62 1.0% 61.70
Close 68.48 64.59 -3.89 -5.7% 68.48
Range 5.57 5.45 -0.12 -2.2% 9.33
ATR 5.44 5.44 0.00 0.0% 0.00
Volume 74,649 71,527 -3,122 -4.2% 284,340
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.57 79.03 67.59
R3 77.12 73.58 66.09
R2 71.67 71.67 65.59
R1 68.13 68.13 65.09 67.18
PP 66.22 66.22 66.22 65.74
S1 62.68 62.68 64.09 61.73
S2 60.77 60.77 63.59
S3 55.32 57.23 63.09
S4 49.87 51.78 61.59
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 62.13 8.90 13.8% 5.30 8.2% 28% False False 59,137
10 76.22 61.70 14.52 22.5% 5.23 8.1% 20% False False 56,976
20 90.92 61.70 29.22 45.2% 5.17 8.0% 10% False False 50,118
40 109.36 61.70 47.66 73.8% 5.25 8.1% 6% False False 39,199
60 123.22 61.70 61.52 95.2% 4.93 7.6% 5% False False 29,277
80 147.60 61.70 85.90 133.0% 4.76 7.4% 3% False False 23,610
100 148.35 61.70 86.65 134.2% 4.34 6.7% 3% False False 19,545
120 148.35 61.70 86.65 134.2% 4.10 6.4% 3% False False 16,725
Crabel Price Patterns
NR True
NR4 True
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 1.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.92
2.618 84.03
1.618 78.58
1.000 75.21
0.618 73.13
HIGH 69.76
0.618 67.68
0.500 67.04
0.382 66.39
LOW 64.31
0.618 60.94
1.000 58.86
1.618 55.49
2.618 50.04
4.250 41.15
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 67.04 67.36
PP 66.22 66.44
S1 65.41 65.51

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

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