NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 63.97 66.39 2.42 3.8% 74.41
High 66.47 70.57 4.10 6.2% 77.08
Low 63.39 65.31 1.92 3.0% 64.26
Close 64.23 69.07 4.84 7.5% 65.54
Range 3.08 5.26 2.18 70.8% 12.82
ATR 4.78 4.89 0.11 2.3% 0.00
Volume 10,728 14,969 4,241 39.5% 53,187
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.10 81.84 71.96
R3 78.84 76.58 70.52
R2 73.58 73.58 70.03
R1 71.32 71.32 69.55 72.45
PP 68.32 68.32 68.32 68.88
S1 66.06 66.06 68.59 67.19
S2 63.06 63.06 68.11
S3 57.80 60.80 67.62
S4 52.54 55.54 66.18
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 70.63 62.76 7.87 11.4% 4.37 6.3% 80% False False 14,323
10 77.08 62.76 14.32 20.7% 4.52 6.5% 44% False False 12,056
20 99.29 62.76 36.53 52.9% 4.60 6.7% 17% False False 10,101
40 112.40 62.76 49.64 71.9% 4.65 6.7% 13% False False 8,158
60 123.30 62.76 60.54 87.7% 4.00 5.8% 10% False False 6,305
80 148.35 62.76 85.59 123.9% 3.70 5.4% 7% False False 5,227
100 148.35 62.76 85.59 123.9% 3.01 4.4% 7% False False 4,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.72
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.93
2.618 84.34
1.618 79.08
1.000 75.83
0.618 73.82
HIGH 70.57
0.618 68.56
0.500 67.94
0.382 67.32
LOW 65.31
0.618 62.06
1.000 60.05
1.618 56.80
2.618 51.54
4.250 42.96
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 68.69 68.27
PP 68.32 67.47
S1 67.94 66.67

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

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