NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 75.15 74.64 -0.51 -0.7% 82.12
High 75.82 75.32 -0.50 -0.7% 86.05
Low 70.86 71.44 0.58 0.8% 70.86
Close 71.62 73.38 1.76 2.5% 73.38
Range 4.96 3.88 -1.08 -21.8% 15.19
ATR 5.09 5.00 -0.09 -1.7% 0.00
Volume 8,102 15,822 7,720 95.3% 51,538
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.02 83.08 75.51
R3 81.14 79.20 74.45
R2 77.26 77.26 74.09
R1 75.32 75.32 73.74 74.35
PP 73.38 73.38 73.38 72.90
S1 71.44 71.44 73.02 70.47
S2 69.50 69.50 72.67
S3 65.62 67.56 72.31
S4 61.74 63.68 71.25
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.33 113.05 81.73
R3 107.14 97.86 77.56
R2 91.95 91.95 76.16
R1 82.67 82.67 74.77 79.72
PP 76.76 76.76 76.76 75.29
S1 67.48 67.48 71.99 64.53
S2 61.57 61.57 70.60
S3 46.38 52.29 69.20
S4 31.19 37.10 65.03
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 20.7% 4.46 6.1% 17% False False 10,307
10 91.35 70.86 20.49 27.9% 4.56 6.2% 12% False False 9,030
20 111.00 70.86 40.14 54.7% 5.07 6.9% 6% False False 8,141
40 121.90 70.86 51.04 69.6% 4.40 6.0% 5% False False 6,402
60 128.22 70.86 57.36 78.2% 3.72 5.1% 4% False False 4,997
80 148.35 70.86 77.49 105.6% 3.26 4.4% 3% False False 4,135
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.81
2.618 85.48
1.618 81.60
1.000 79.20
0.618 77.72
HIGH 75.32
0.618 73.84
0.500 73.38
0.382 72.92
LOW 71.44
0.618 69.04
1.000 67.56
1.618 65.16
2.618 61.28
4.250 54.95
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 73.38 75.63
PP 73.38 74.88
S1 73.38 74.13

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

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