NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 73.23 68.55 -4.68 -6.4% 82.12
High 73.23 70.26 -2.97 -4.1% 86.05
Low 67.80 67.32 -0.48 -0.7% 70.86
Close 68.11 69.17 1.06 1.6% 73.38
Range 5.43 2.94 -2.49 -45.9% 15.19
ATR 5.00 4.85 -0.15 -2.9% 0.00
Volume 10,938 13,358 2,420 22.1% 51,538
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 77.74 76.39 70.79
R3 74.80 73.45 69.98
R2 71.86 71.86 69.71
R1 70.51 70.51 69.44 71.19
PP 68.92 68.92 68.92 69.25
S1 67.57 67.57 68.90 68.25
S2 65.98 65.98 68.63
S3 63.04 64.63 68.36
S4 60.10 61.69 67.55
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 67.32 9.76 14.1% 4.25 6.1% 19% False True 10,841
10 86.05 67.32 18.73 27.1% 4.66 6.7% 10% False True 9,505
20 106.89 67.32 39.57 57.2% 4.88 7.1% 5% False True 8,536
40 121.38 67.32 54.06 78.2% 4.56 6.6% 3% False True 7,139
60 128.00 67.32 60.68 87.7% 3.87 5.6% 3% False True 5,478
80 148.35 67.32 81.03 117.1% 3.46 5.0% 2% False True 4,566
100 148.35 67.32 81.03 117.1% 2.84 4.1% 2% False True 3,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.67
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.76
2.618 77.96
1.618 75.02
1.000 73.20
0.618 72.08
HIGH 70.26
0.618 69.14
0.500 68.79
0.382 68.44
LOW 67.32
0.618 65.50
1.000 64.38
1.618 62.56
2.618 59.62
4.250 54.83
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 69.04 72.18
PP 68.92 71.18
S1 68.79 70.17

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

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