NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 68.55 70.50 1.95 2.8% 74.41
High 70.26 70.63 0.37 0.5% 77.08
Low 67.32 64.26 -3.06 -4.5% 64.26
Close 69.17 65.54 -3.63 -5.2% 65.54
Range 2.94 6.37 3.43 116.7% 12.82
ATR 4.85 4.96 0.11 2.2% 0.00
Volume 13,358 14,801 1,443 10.8% 53,187
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.92 82.10 69.04
R3 79.55 75.73 67.29
R2 73.18 73.18 66.71
R1 69.36 69.36 66.12 68.09
PP 66.81 66.81 66.81 66.17
S1 62.99 62.99 64.96 61.72
S2 60.44 60.44 64.37
S3 54.07 56.62 63.79
S4 47.70 50.25 62.04
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.42 99.30 72.59
R3 94.60 86.48 69.07
R2 81.78 81.78 67.89
R1 73.66 73.66 66.72 71.31
PP 68.96 68.96 68.96 67.79
S1 60.84 60.84 64.36 58.49
S2 56.14 56.14 63.19
S3 43.32 48.02 62.01
S4 30.50 35.20 58.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.08 64.26 12.82 19.6% 4.75 7.2% 10% False True 10,637
10 86.05 64.26 21.79 33.2% 4.60 7.0% 6% False True 10,472
20 106.03 64.26 41.77 63.7% 5.06 7.7% 3% False True 8,839
40 119.70 64.26 55.44 84.6% 4.60 7.0% 2% False True 7,398
60 127.94 64.26 63.68 97.2% 3.93 6.0% 2% False True 5,689
80 148.35 64.26 84.09 128.3% 3.54 5.4% 2% False True 4,742
100 148.35 64.26 84.09 128.3% 2.90 4.4% 2% False True 3,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 97.70
2.618 87.31
1.618 80.94
1.000 77.00
0.618 74.57
HIGH 70.63
0.618 68.20
0.500 67.45
0.382 66.69
LOW 64.26
0.618 60.32
1.000 57.89
1.618 53.95
2.618 47.58
4.250 37.19
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 67.45 68.75
PP 66.81 67.68
S1 66.18 66.61

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

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