NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 66.92 68.42 1.50 2.2% 65.00
High 70.00 70.41 0.41 0.6% 71.45
Low 64.45 65.10 0.65 1.0% 62.45
Close 69.22 65.30 -3.92 -5.7% 69.22
Range 5.55 5.31 -0.24 -4.3% 9.00
ATR 5.11 5.13 0.01 0.3% 0.00
Volume 30,276 22,648 -7,628 -25.2% 115,400
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.87 79.39 68.22
R3 77.56 74.08 66.76
R2 72.25 72.25 66.27
R1 68.77 68.77 65.79 67.86
PP 66.94 66.94 66.94 66.48
S1 63.46 63.46 64.81 62.55
S2 61.63 61.63 64.33
S3 56.32 58.15 63.84
S4 51.01 52.84 62.38
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.71 90.96 74.17
R3 85.71 81.96 71.70
R2 76.71 76.71 70.87
R1 72.96 72.96 70.05 74.84
PP 67.71 67.71 67.71 68.64
S1 63.96 63.96 68.40 65.84
S2 58.71 58.71 67.57
S3 49.71 54.96 66.75
S4 40.71 45.96 64.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.45 62.84 8.61 13.2% 5.07 7.8% 29% False False 23,820
10 76.49 62.45 14.04 21.5% 4.94 7.6% 20% False False 20,427
20 90.30 62.45 27.85 42.6% 4.81 7.4% 10% False False 16,635
40 109.44 62.45 46.99 72.0% 4.79 7.3% 6% False False 13,037
60 123.65 62.45 61.20 93.7% 4.47 6.8% 5% False False 9,928
80 146.93 62.45 84.48 129.4% 4.10 6.3% 3% False False 8,126
100 148.17 62.45 85.72 131.3% 3.55 5.4% 3% False False 6,716
120 148.17 62.45 85.72 131.3% 3.14 4.8% 3% False False 5,754
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.98
2.618 84.31
1.618 79.00
1.000 75.72
0.618 73.69
HIGH 70.41
0.618 68.38
0.500 67.76
0.382 67.13
LOW 65.10
0.618 61.82
1.000 59.79
1.618 56.51
2.618 51.20
4.250 42.53
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 67.76 67.95
PP 66.94 67.07
S1 66.12 66.18

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

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