NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 81.73 83.75 2.02 2.5% 91.02
High 83.24 85.78 2.54 3.1% 91.28
Low 80.65 79.70 -0.95 -1.2% 78.50
Close 82.42 79.78 -2.64 -3.2% 78.79
Range 2.59 6.08 3.49 134.7% 12.78
ATR 5.16 5.22 0.07 1.3% 0.00
Volume 12,598 9,299 -3,299 -26.2% 61,488
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 99.99 95.97 83.12
R3 93.91 89.89 81.45
R2 87.83 87.83 80.89
R1 83.81 83.81 80.34 82.78
PP 81.75 81.75 81.75 81.24
S1 77.73 77.73 79.22 76.70
S2 75.67 75.67 78.67
S3 69.59 71.65 78.11
S4 63.51 65.57 76.44
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.20 112.77 85.82
R3 108.42 99.99 82.30
R2 95.64 95.64 81.13
R1 87.21 87.21 79.96 85.04
PP 82.86 82.86 82.86 81.77
S1 74.43 74.43 77.62 72.26
S2 70.08 70.08 76.45
S3 57.30 61.65 75.28
S4 44.52 48.87 71.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.32 78.50 10.82 13.6% 4.86 6.1% 12% False False 12,599
10 102.12 78.50 23.62 29.6% 5.03 6.3% 5% False False 11,621
20 109.44 78.50 30.94 38.8% 5.26 6.6% 4% False False 10,925
40 123.65 78.50 45.15 56.6% 4.54 5.7% 3% False False 7,997
60 133.55 78.50 55.05 69.0% 4.09 5.1% 2% False False 6,279
80 148.17 78.50 69.67 87.3% 3.52 4.4% 2% False False 5,101
100 148.17 78.50 69.67 87.3% 2.97 3.7% 2% False False 4,259
120 148.17 78.50 69.67 87.3% 2.67 3.3% 2% False False 3,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.62
2.618 101.70
1.618 95.62
1.000 91.86
0.618 89.54
HIGH 85.78
0.618 83.46
0.500 82.74
0.382 82.02
LOW 79.70
0.618 75.94
1.000 73.62
1.618 69.86
2.618 63.78
4.250 53.86
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 82.74 82.14
PP 81.75 81.35
S1 80.77 80.57

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

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