NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 80.33 75.15 -5.18 -6.4% 91.28
High 80.40 75.82 -4.58 -5.7% 91.35
Low 75.30 70.86 -4.44 -5.9% 78.75
Close 76.19 71.62 -4.57 -6.0% 79.27
Range 5.10 4.96 -0.14 -2.7% 12.60
ATR 5.07 5.09 0.02 0.4% 0.00
Volume 8,303 8,102 -201 -2.4% 38,762
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.65 84.59 74.35
R3 82.69 79.63 72.98
R2 77.73 77.73 72.53
R1 74.67 74.67 72.07 73.72
PP 72.77 72.77 72.77 72.29
S1 69.71 69.71 71.17 68.76
S2 67.81 67.81 70.71
S3 62.85 64.75 70.26
S4 57.89 59.79 68.89
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 86.05 70.86 15.19 21.2% 5.06 7.1% 5% False True 8,168
10 95.20 70.86 24.34 34.0% 4.60 6.4% 3% False True 8,364
20 111.00 70.86 40.14 56.0% 5.15 7.2% 2% False True 7,747
40 123.30 70.86 52.44 73.2% 4.36 6.1% 1% False True 6,072
60 128.22 70.86 57.36 80.1% 3.69 5.1% 1% False True 4,786
80 148.35 70.86 77.49 108.2% 3.24 4.5% 1% False True 3,947
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 0.79
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.90
2.618 88.81
1.618 83.85
1.000 80.78
0.618 78.89
HIGH 75.82
0.618 73.93
0.500 73.34
0.382 72.75
LOW 70.86
0.618 67.79
1.000 65.90
1.618 62.83
2.618 57.87
4.250 49.78
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 73.34 78.46
PP 72.77 76.18
S1 72.19 73.90

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

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