NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 80.13 74.66 -5.47 -6.8% 91.02
High 80.15 75.40 -4.75 -5.9% 91.28
Low 75.13 70.29 -4.84 -6.4% 78.50
Close 75.71 71.14 -4.57 -6.0% 78.79
Range 5.02 5.11 0.09 1.8% 12.78
ATR 5.21 5.22 0.02 0.3% 0.00
Volume 14,202 10,027 -4,175 -29.4% 61,488
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.61 84.48 73.95
R3 82.50 79.37 72.55
R2 77.39 77.39 72.08
R1 74.26 74.26 71.61 73.27
PP 72.28 72.28 72.28 71.78
S1 69.15 69.15 70.67 68.16
S2 67.17 67.17 70.20
S3 62.06 64.04 69.73
S4 56.95 58.93 68.33
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 85.78 70.29 15.49 21.8% 5.15 7.2% 5% False True 11,201
10 95.00 70.29 24.71 34.7% 4.75 6.7% 3% False True 11,950
20 109.44 70.29 39.15 55.0% 5.27 7.4% 2% False True 11,156
40 123.65 70.29 53.36 75.0% 4.63 6.5% 2% False True 8,515
60 129.51 70.29 59.22 83.2% 4.12 5.8% 1% False True 6,642
80 148.17 70.29 77.88 109.5% 3.60 5.1% 1% False True 5,401
100 148.17 70.29 77.88 109.5% 3.06 4.3% 1% False True 4,484
120 148.17 70.29 77.88 109.5% 2.75 3.9% 1% False True 3,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.94
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.12
2.618 88.78
1.618 83.67
1.000 80.51
0.618 78.56
HIGH 75.40
0.618 73.45
0.500 72.85
0.382 72.24
LOW 70.29
0.618 67.13
1.000 65.18
1.618 62.02
2.618 56.91
4.250 48.57
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 72.85 78.04
PP 72.28 75.74
S1 71.71 73.44

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

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