NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 65.00 62.97 -2.03 -3.1% 72.93
High 66.63 66.04 -0.59 -0.9% 76.72
Low 62.45 62.84 0.39 0.6% 63.75
Close 64.23 63.72 -0.51 -0.8% 65.06
Range 4.18 3.20 -0.98 -23.4% 12.97
ATR 5.05 4.91 -0.13 -2.6% 0.00
Volume 18,947 16,747 -2,200 -11.6% 78,792
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 73.80 71.96 65.48
R3 70.60 68.76 64.60
R2 67.40 67.40 64.31
R1 65.56 65.56 64.01 66.48
PP 64.20 64.20 64.20 64.66
S1 62.36 62.36 63.43 63.28
S2 61.00 61.00 63.13
S3 57.80 59.16 62.84
S4 54.60 55.96 61.96
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.42 99.21 72.19
R3 94.45 86.24 68.63
R2 81.48 81.48 67.44
R1 73.27 73.27 66.25 70.89
PP 68.51 68.51 68.51 67.32
S1 60.30 60.30 63.87 57.92
S2 55.54 55.54 62.68
S3 42.57 47.33 61.49
S4 29.60 34.36 57.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.05 62.45 9.60 15.1% 4.39 6.9% 13% False False 18,796
10 80.15 62.45 17.70 27.8% 4.56 7.2% 7% False False 15,779
20 102.12 62.45 39.67 62.3% 4.79 7.5% 3% False False 13,700
40 112.15 62.45 49.70 78.0% 4.52 7.1% 3% False False 11,218
60 123.65 62.45 61.20 96.0% 4.28 6.7% 2% False False 8,504
80 148.17 62.45 85.72 134.5% 3.95 6.2% 1% False False 6,949
100 148.17 62.45 85.72 134.5% 3.36 5.3% 1% False False 5,755
120 148.17 62.45 85.72 134.5% 2.99 4.7% 1% False False 4,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 79.64
2.618 74.42
1.618 71.22
1.000 69.24
0.618 68.02
HIGH 66.04
0.618 64.82
0.500 64.44
0.382 64.06
LOW 62.84
0.618 60.86
1.000 59.64
1.618 57.66
2.618 54.46
4.250 49.24
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 64.44 66.28
PP 64.20 65.42
S1 63.96 64.57

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

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