NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 65.91 69.00 3.09 4.7% 72.93
High 69.81 71.45 1.64 2.3% 76.72
Low 64.65 65.30 0.65 1.0% 63.75
Close 68.54 67.27 -1.27 -1.9% 65.06
Range 5.16 6.15 0.99 19.2% 12.97
ATR 5.00 5.08 0.08 1.6% 0.00
Volume 20,964 28,466 7,502 35.8% 78,792
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.46 83.01 70.65
R3 80.31 76.86 68.96
R2 74.16 74.16 68.40
R1 70.71 70.71 67.83 69.36
PP 68.01 68.01 68.01 67.33
S1 64.56 64.56 66.71 63.21
S2 61.86 61.86 66.14
S3 55.71 58.41 65.58
S4 49.56 52.26 63.89
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 71.45 62.45 9.00 13.4% 5.01 7.4% 54% True False 20,899
10 76.72 62.45 14.27 21.2% 4.68 6.9% 34% False False 18,299
20 95.00 62.45 32.55 48.4% 4.71 7.0% 15% False False 15,125
40 110.60 62.45 48.15 71.6% 4.69 7.0% 10% False False 12,028
60 123.65 62.45 61.20 91.0% 4.39 6.5% 8% False False 9,186
80 148.17 62.45 85.72 127.4% 4.06 6.0% 6% False False 7,523
100 148.17 62.45 85.72 127.4% 3.45 5.1% 6% False False 6,225
120 148.17 62.45 85.72 127.4% 3.07 4.6% 6% False False 5,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.59
2.618 87.55
1.618 81.40
1.000 77.60
0.618 75.25
HIGH 71.45
0.618 69.10
0.500 68.38
0.382 67.65
LOW 65.30
0.618 61.50
1.000 59.15
1.618 55.35
2.618 49.20
4.250 39.16
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 68.38 67.23
PP 68.01 67.19
S1 67.64 67.15

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

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