NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 74.64 74.41 -0.23 -0.3% 82.12
High 75.32 77.08 1.76 2.3% 86.05
Low 71.44 73.29 1.85 2.6% 70.86
Close 73.38 75.51 2.13 2.9% 73.38
Range 3.88 3.79 -0.09 -2.3% 15.19
ATR 5.00 4.92 -0.09 -1.7% 0.00
Volume 15,822 8,571 -7,251 -45.8% 51,538
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.66 84.88 77.59
R3 82.87 81.09 76.55
R2 79.08 79.08 76.20
R1 77.30 77.30 75.86 78.19
PP 75.29 75.29 75.29 75.74
S1 73.51 73.51 75.16 74.40
S2 71.50 71.50 74.82
S3 67.71 69.72 74.47
S4 63.92 65.93 73.43
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 20.1% 4.71 6.2% 31% False False 9,560
10 90.57 70.86 19.71 26.1% 4.49 5.9% 24% False False 9,251
20 108.99 70.86 38.13 50.5% 4.86 6.4% 12% False False 8,259
40 121.38 70.86 50.52 66.9% 4.42 5.9% 9% False False 6,558
60 128.22 70.86 57.36 76.0% 3.78 5.0% 8% False False 5,078
80 148.35 70.86 77.49 102.6% 3.31 4.4% 6% False False 4,235
100 148.35 70.86 77.49 102.6% 2.72 3.6% 6% False False 3,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.19
2.618 87.00
1.618 83.21
1.000 80.87
0.618 79.42
HIGH 77.08
0.618 75.63
0.500 75.19
0.382 74.74
LOW 73.29
0.618 70.95
1.000 69.50
1.618 67.16
2.618 63.37
4.250 57.18
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 75.40 75.00
PP 75.29 74.48
S1 75.19 73.97

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

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