NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 62.97 65.91 2.94 4.7% 72.93
High 66.04 69.81 3.77 5.7% 76.72
Low 62.84 64.65 1.81 2.9% 63.75
Close 63.72 68.54 4.82 7.6% 65.06
Range 3.20 5.16 1.96 61.3% 12.97
ATR 4.91 5.00 0.08 1.7% 0.00
Volume 16,747 20,964 4,217 25.2% 78,792
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.15 81.00 71.38
R3 77.99 75.84 69.96
R2 72.83 72.83 69.49
R1 70.68 70.68 69.01 71.76
PP 67.67 67.67 67.67 68.20
S1 65.52 65.52 68.07 66.60
S2 62.51 62.51 67.59
S3 57.35 60.36 67.12
S4 52.19 55.20 65.70
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 70.22 62.45 7.77 11.3% 4.47 6.5% 78% False False 20,197
10 76.72 62.45 14.27 20.8% 4.57 6.7% 43% False False 16,455
20 99.55 62.45 37.10 54.1% 4.73 6.9% 16% False False 14,276
40 112.15 62.45 49.70 72.5% 4.61 6.7% 12% False False 11,480
60 123.65 62.45 61.20 89.3% 4.32 6.3% 10% False False 8,807
80 148.17 62.45 85.72 125.1% 4.00 5.8% 7% False False 7,191
100 148.17 62.45 85.72 125.1% 3.41 5.0% 7% False False 5,954
120 148.17 62.45 85.72 125.1% 3.02 4.4% 7% False False 5,096
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 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.74
2.618 83.32
1.618 78.16
1.000 74.97
0.618 73.00
HIGH 69.81
0.618 67.84
0.500 67.23
0.382 66.62
LOW 64.65
0.618 61.46
1.000 59.49
1.618 56.30
2.618 51.14
4.250 42.72
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 68.10 67.74
PP 67.67 66.93
S1 67.23 66.13

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

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