NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 68.00 64.52 -3.48 -5.1% 65.24
High 69.76 72.37 2.61 3.7% 71.03
Low 64.31 62.95 -1.36 -2.1% 61.70
Close 64.59 71.19 6.60 10.2% 68.48
Range 5.45 9.42 3.97 72.8% 9.33
ATR 5.44 5.72 0.28 5.2% 0.00
Volume 71,527 53,122 -18,405 -25.7% 284,340
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 97.10 93.56 76.37
R3 87.68 84.14 73.78
R2 78.26 78.26 72.92
R1 74.72 74.72 72.05 76.49
PP 68.84 68.84 68.84 69.72
S1 65.30 65.30 70.33 67.07
S2 59.42 59.42 69.46
S3 50.00 55.88 68.60
S4 40.58 46.46 66.01
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 72.37 62.95 9.42 13.2% 6.49 9.1% 87% True True 60,753
10 72.37 61.70 10.67 15.0% 5.62 7.9% 89% True False 58,967
20 89.21 61.70 27.51 38.6% 5.39 7.6% 34% False False 51,157
40 109.36 61.70 47.66 66.9% 5.40 7.6% 20% False False 40,275
60 123.22 61.70 61.52 86.4% 5.02 7.1% 15% False False 29,932
80 147.30 61.70 85.60 120.2% 4.84 6.8% 11% False False 24,215
100 148.35 61.70 86.65 121.7% 4.40 6.2% 11% False False 20,049
120 148.35 61.70 86.65 121.7% 4.17 5.9% 11% False False 17,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.28
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 112.41
2.618 97.03
1.618 87.61
1.000 81.79
0.618 78.19
HIGH 72.37
0.618 68.77
0.500 67.66
0.382 66.55
LOW 62.95
0.618 57.13
1.000 53.53
1.618 47.71
2.618 38.29
4.250 22.92
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 70.01 70.01
PP 68.84 68.84
S1 67.66 67.66

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

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