NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 68.42 65.21 -3.21 -4.7% 65.00
High 70.41 72.86 2.45 3.5% 71.45
Low 65.10 63.69 -1.41 -2.2% 62.45
Close 65.30 71.96 6.66 10.2% 69.22
Range 5.31 9.17 3.86 72.7% 9.00
ATR 5.13 5.42 0.29 5.6% 0.00
Volume 22,648 17,611 -5,037 -22.2% 115,400
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 97.01 93.66 77.00
R3 87.84 84.49 74.48
R2 78.67 78.67 73.64
R1 75.32 75.32 72.80 77.00
PP 69.50 69.50 69.50 70.34
S1 66.15 66.15 71.12 67.83
S2 60.33 60.33 70.28
S3 51.16 56.98 69.44
S4 41.99 47.81 66.92
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 72.86 63.69 9.17 12.7% 6.27 8.7% 90% True True 23,993
10 72.86 62.45 10.41 14.5% 5.33 7.4% 91% True False 21,394
20 89.32 62.45 26.87 37.3% 5.06 7.0% 35% False False 17,037
40 109.44 62.45 46.99 65.3% 4.97 6.9% 20% False False 13,347
60 123.65 62.45 61.20 85.0% 4.57 6.3% 16% False False 10,157
80 145.82 62.45 83.37 115.9% 4.20 5.8% 11% False False 8,327
100 148.17 62.45 85.72 119.1% 3.64 5.1% 11% False False 6,887
120 148.17 62.45 85.72 119.1% 3.21 4.5% 11% False False 5,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.32
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 111.83
2.618 96.87
1.618 87.70
1.000 82.03
0.618 78.53
HIGH 72.86
0.618 69.36
0.500 68.28
0.382 67.19
LOW 63.69
0.618 58.02
1.000 54.52
1.618 48.85
2.618 39.68
4.250 24.72
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 70.73 70.73
PP 69.50 69.50
S1 68.28 68.28

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

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