NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 84.42 80.33 -4.09 -4.8% 91.28
High 86.05 80.40 -5.65 -6.6% 91.35
Low 80.21 75.30 -4.91 -6.1% 78.75
Close 80.21 76.19 -4.02 -5.0% 79.27
Range 5.84 5.10 -0.74 -12.7% 12.60
ATR 5.07 5.07 0.00 0.0% 0.00
Volume 7,006 8,303 1,297 18.5% 38,762
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 92.60 89.49 79.00
R3 87.50 84.39 77.59
R2 82.40 82.40 77.13
R1 79.29 79.29 76.66 78.30
PP 77.30 77.30 77.30 76.80
S1 74.19 74.19 75.72 73.20
S2 72.20 72.20 75.26
S3 67.10 69.09 74.79
S4 62.00 63.99 73.39
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.92 112.70 86.20
R3 108.32 100.10 82.74
R2 95.72 95.72 81.58
R1 87.50 87.50 80.43 85.31
PP 83.12 83.12 83.12 82.03
S1 74.90 74.90 78.12 72.71
S2 70.52 70.52 76.96
S3 57.92 62.30 75.81
S4 45.32 49.70 72.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.27 75.30 13.97 18.3% 4.79 6.3% 6% False True 8,722
10 99.29 75.30 23.99 31.5% 4.69 6.2% 4% False True 8,146
20 111.00 75.30 35.70 46.9% 5.13 6.7% 2% False True 7,762
40 123.30 75.30 48.00 63.0% 4.31 5.7% 2% False True 5,909
60 130.50 75.30 55.20 72.5% 3.67 4.8% 2% False True 4,681
80 148.35 75.30 73.05 95.9% 3.18 4.2% 1% False True 3,850
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 False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.08
2.618 93.75
1.618 88.65
1.000 85.50
0.618 83.55
HIGH 80.40
0.618 78.45
0.500 77.85
0.382 77.25
LOW 75.30
0.618 72.15
1.000 70.20
1.618 67.05
2.618 61.95
4.250 53.63
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 77.85 80.68
PP 77.30 79.18
S1 76.74 77.69

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

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