NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 74.66 74.01 -0.65 -0.9% 81.73
High 75.40 75.00 -0.40 -0.5% 85.78
Low 70.29 70.79 0.50 0.7% 70.29
Close 71.14 72.92 1.78 2.5% 72.92
Range 5.11 4.21 -0.90 -17.6% 15.49
ATR 5.22 5.15 -0.07 -1.4% 0.00
Volume 10,027 19,079 9,052 90.3% 65,205
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.53 83.44 75.24
R3 81.32 79.23 74.08
R2 77.11 77.11 73.69
R1 75.02 75.02 73.31 73.96
PP 72.90 72.90 72.90 72.38
S1 70.81 70.81 72.53 69.75
S2 68.69 68.69 72.15
S3 64.48 66.60 71.76
S4 60.27 62.39 70.60
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.80 113.35 81.44
R3 107.31 97.86 77.18
R2 91.82 91.82 75.76
R1 82.37 82.37 74.34 79.35
PP 76.33 76.33 76.33 74.82
S1 66.88 66.88 71.50 63.86
S2 60.84 60.84 70.08
S3 45.35 51.39 68.66
S4 29.86 35.90 64.40
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 21.2% 4.60 6.3% 17% False False 13,041
10 91.28 70.29 20.99 28.8% 4.75 6.5% 13% False False 12,669
20 109.44 70.29 39.15 53.7% 5.20 7.1% 7% False False 11,597
40 123.65 70.29 53.36 73.2% 4.60 6.3% 5% False False 8,911
60 129.51 70.29 59.22 81.2% 4.17 5.7% 4% False False 6,917
80 148.17 70.29 77.88 106.8% 3.63 5.0% 3% False False 5,630
100 148.17 70.29 77.88 106.8% 3.08 4.2% 3% False False 4,662
120 148.17 70.29 77.88 106.8% 2.78 3.8% 3% False False 4,012
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.89
2.618 86.02
1.618 81.81
1.000 79.21
0.618 77.60
HIGH 75.00
0.618 73.39
0.500 72.90
0.382 72.40
LOW 70.79
0.618 68.19
1.000 66.58
1.618 63.98
2.618 59.77
4.250 52.90
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 72.91 75.22
PP 72.90 74.45
S1 72.90 73.69

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

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