NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 69.58 67.25 -2.33 -3.3% 65.60
High 72.04 70.61 -1.43 -2.0% 72.04
Low 66.13 65.75 -0.38 -0.6% 62.76
Close 67.97 69.92 1.95 2.9% 69.92
Range 5.91 4.86 -1.05 -17.8% 9.28
ATR 4.96 4.96 -0.01 -0.1% 0.00
Volume 14,603 15,984 1,381 9.5% 74,044
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.34 81.49 72.59
R3 78.48 76.63 71.26
R2 73.62 73.62 70.81
R1 71.77 71.77 70.37 72.70
PP 68.76 68.76 68.76 69.22
S1 66.91 66.91 69.47 67.84
S2 63.90 63.90 69.03
S3 59.04 62.05 68.58
S4 54.18 57.19 67.25
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 96.08 92.28 75.02
R3 86.80 83.00 72.47
R2 77.52 77.52 71.62
R1 73.72 73.72 70.77 75.62
PP 68.24 68.24 68.24 69.19
S1 64.44 64.44 69.07 66.34
S2 58.96 58.96 68.22
S3 49.68 55.16 67.37
S4 40.40 45.88 64.82
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 13.3% 4.67 6.7% 77% False False 14,808
10 77.08 62.76 14.32 20.5% 4.71 6.7% 50% False False 12,723
20 91.35 62.76 28.59 40.9% 4.63 6.6% 25% False False 10,876
40 111.00 62.76 48.24 69.0% 4.76 6.8% 15% False False 8,741
60 123.30 62.76 60.54 86.6% 4.12 5.9% 12% False False 6,722
80 148.35 62.76 85.59 122.4% 3.79 5.4% 8% False False 5,565
100 148.35 62.76 85.59 122.4% 3.12 4.5% 8% False False 4,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.98
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.27
2.618 83.33
1.618 78.47
1.000 75.47
0.618 73.61
HIGH 70.61
0.618 68.75
0.500 68.18
0.382 67.61
LOW 65.75
0.618 62.75
1.000 60.89
1.618 57.89
2.618 53.03
4.250 45.10
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 69.34 69.51
PP 68.76 69.09
S1 68.18 68.68

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

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