NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 72.93 76.45 3.52 4.8% 81.73
High 76.72 76.49 -0.23 -0.3% 85.78
Low 72.70 71.23 -1.47 -2.0% 70.29
Close 75.08 73.13 -1.95 -2.6% 72.92
Range 4.02 5.26 1.24 30.8% 15.49
ATR 5.07 5.08 0.01 0.3% 0.00
Volume 12,568 7,934 -4,634 -36.9% 65,205
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.40 86.52 76.02
R3 84.14 81.26 74.58
R2 78.88 78.88 74.09
R1 76.00 76.00 73.61 74.81
PP 73.62 73.62 73.62 73.02
S1 70.74 70.74 72.65 69.55
S2 68.36 68.36 72.17
S3 63.10 65.48 71.68
S4 57.84 60.22 70.24
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 80.15 70.29 9.86 13.5% 4.72 6.5% 29% False False 12,762
10 89.32 70.29 19.03 26.0% 4.79 6.5% 15% False False 12,680
20 108.00 70.29 37.71 51.6% 5.07 6.9% 8% False False 11,645
40 121.18 70.29 50.89 69.6% 4.62 6.3% 6% False False 9,260
60 129.51 70.29 59.22 81.0% 4.30 5.9% 5% False False 7,159
80 148.17 70.29 77.88 106.5% 3.70 5.1% 4% False False 5,867
100 148.17 70.29 77.88 106.5% 3.17 4.3% 4% False False 4,851
120 148.17 70.29 77.88 106.5% 2.86 3.9% 4% False False 4,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.85
2.618 90.26
1.618 85.00
1.000 81.75
0.618 79.74
HIGH 76.49
0.618 74.48
0.500 73.86
0.382 73.24
LOW 71.23
0.618 67.98
1.000 65.97
1.618 62.72
2.618 57.46
4.250 48.88
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 73.86 73.76
PP 73.62 73.55
S1 73.37 73.34

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

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