NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 66.39 69.58 3.19 4.8% 74.41
High 70.57 72.04 1.47 2.1% 77.08
Low 65.31 66.13 0.82 1.3% 64.26
Close 69.07 67.97 -1.10 -1.6% 65.54
Range 5.26 5.91 0.65 12.4% 12.82
ATR 4.89 4.96 0.07 1.5% 0.00
Volume 14,969 14,603 -366 -2.4% 53,187
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.44 83.12 71.22
R3 80.53 77.21 69.60
R2 74.62 74.62 69.05
R1 71.30 71.30 68.51 70.01
PP 68.71 68.71 68.71 68.07
S1 65.39 65.39 67.43 64.10
S2 62.80 62.80 66.89
S3 56.89 59.48 66.34
S4 50.98 53.57 64.72
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 72.04 62.76 9.28 13.7% 4.97 7.3% 56% True False 14,572
10 77.08 62.76 14.32 21.1% 4.61 6.8% 36% False False 12,706
20 95.20 62.76 32.44 47.7% 4.60 6.8% 16% False False 10,535
40 111.00 62.76 48.24 71.0% 4.71 6.9% 11% False False 8,416
60 123.30 62.76 60.54 89.1% 4.07 6.0% 9% False False 6,500
80 148.35 62.76 85.59 125.9% 3.75 5.5% 6% False False 5,383
100 148.35 62.76 85.59 125.9% 3.07 4.5% 6% False False 4,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.16
2.618 87.51
1.618 81.60
1.000 77.95
0.618 75.69
HIGH 72.04
0.618 69.78
0.500 69.09
0.382 68.39
LOW 66.13
0.618 62.48
1.000 60.22
1.618 56.57
2.618 50.66
4.250 41.01
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 69.09 67.89
PP 68.71 67.80
S1 68.34 67.72

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

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