NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 76.75 73.23 -3.52 -4.6% 82.12
High 77.04 73.23 -3.81 -4.9% 86.05
Low 71.82 67.80 -4.02 -5.6% 70.86
Close 73.61 68.11 -5.50 -7.5% 73.38
Range 5.22 5.43 0.21 4.0% 15.19
ATR 4.94 5.00 0.06 1.3% 0.00
Volume 5,519 10,938 5,419 98.2% 51,538
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.00 82.49 71.10
R3 80.57 77.06 69.60
R2 75.14 75.14 69.11
R1 71.63 71.63 68.61 70.67
PP 69.71 69.71 69.71 69.24
S1 66.20 66.20 67.61 65.24
S2 64.28 64.28 67.11
S3 58.85 60.77 66.62
S4 53.42 55.34 65.12
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 77.08 67.80 9.28 13.6% 4.66 6.8% 3% False True 9,790
10 89.27 67.80 21.47 31.5% 4.73 6.9% 1% False True 9,256
20 107.60 67.80 39.80 58.4% 4.95 7.3% 1% False True 8,209
40 121.38 67.80 53.58 78.7% 4.54 6.7% 1% False True 6,875
60 128.22 67.80 60.42 88.7% 3.91 5.7% 1% False True 5,279
80 148.35 67.80 80.55 118.3% 3.44 5.1% 0% False True 4,423
100 148.35 67.80 80.55 118.3% 2.82 4.1% 0% False True 3,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.31
2.618 87.45
1.618 82.02
1.000 78.66
0.618 76.59
HIGH 73.23
0.618 71.16
0.500 70.52
0.382 69.87
LOW 67.80
0.618 64.44
1.000 62.37
1.618 59.01
2.618 53.58
4.250 44.72
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 70.52 72.44
PP 69.71 71.00
S1 68.91 69.55

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

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