NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 83.75 80.13 -3.62 -4.3% 91.02
High 85.78 80.15 -5.63 -6.6% 91.28
Low 79.70 75.13 -4.57 -5.7% 78.50
Close 79.78 75.71 -4.07 -5.1% 78.79
Range 6.08 5.02 -1.06 -17.4% 12.78
ATR 5.22 5.21 -0.01 -0.3% 0.00
Volume 9,299 14,202 4,903 52.7% 61,488
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 92.06 88.90 78.47
R3 87.04 83.88 77.09
R2 82.02 82.02 76.63
R1 78.86 78.86 76.17 77.93
PP 77.00 77.00 77.00 76.53
S1 73.84 73.84 75.25 72.91
S2 71.98 71.98 74.79
S3 66.96 68.82 74.33
S4 61.94 63.80 72.95
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 75.13 14.19 18.7% 4.99 6.6% 4% False True 12,420
10 99.55 75.13 24.42 32.3% 4.89 6.5% 2% False True 12,096
20 109.44 75.13 34.31 45.3% 5.27 7.0% 2% False True 11,090
40 123.65 75.13 48.52 64.1% 4.58 6.1% 1% False True 8,309
60 130.15 75.13 55.02 72.7% 4.10 5.4% 1% False True 6,503
80 148.17 75.13 73.04 96.5% 3.57 4.7% 1% False True 5,278
100 148.17 75.13 73.04 96.5% 3.02 4.0% 1% False True 4,391
120 148.17 75.13 73.04 96.5% 2.71 3.6% 1% False True 3,776
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 False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.49
2.618 93.29
1.618 88.27
1.000 85.17
0.618 83.25
HIGH 80.15
0.618 78.23
0.500 77.64
0.382 77.05
LOW 75.13
0.618 72.03
1.000 70.11
1.618 67.01
2.618 61.99
4.250 53.80
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 77.64 80.46
PP 77.00 78.87
S1 76.35 77.29

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

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