NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 67.25 69.38 2.13 3.2% 65.60
High 70.61 71.12 0.51 0.7% 72.04
Low 65.75 65.83 0.08 0.1% 62.76
Close 69.92 66.02 -3.90 -5.6% 69.92
Range 4.86 5.29 0.43 8.8% 9.28
ATR 4.96 4.98 0.02 0.5% 0.00
Volume 15,984 13,865 -2,119 -13.3% 74,044
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 83.53 80.06 68.93
R3 78.24 74.77 67.47
R2 72.95 72.95 66.99
R1 69.48 69.48 66.50 68.57
PP 67.66 67.66 67.66 67.20
S1 64.19 64.19 65.54 63.28
S2 62.37 62.37 65.05
S3 57.08 58.90 64.57
S4 51.79 53.61 63.11
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 63.39 8.65 13.1% 4.88 7.4% 30% False False 14,029
10 77.04 62.76 14.28 21.6% 4.86 7.4% 23% False False 13,252
20 90.57 62.76 27.81 42.1% 4.67 7.1% 12% False False 11,251
40 111.00 62.76 48.24 73.1% 4.80 7.3% 7% False False 8,976
60 123.30 62.76 60.54 91.7% 4.19 6.4% 5% False False 6,905
80 147.14 62.76 84.38 127.8% 3.80 5.7% 4% False False 5,716
100 148.35 62.76 85.59 129.6% 3.17 4.8% 4% False False 4,796
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 True
Bear Hook False
Bull Hook False
Stretch 1.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.60
2.618 84.97
1.618 79.68
1.000 76.41
0.618 74.39
HIGH 71.12
0.618 69.10
0.500 68.48
0.382 67.85
LOW 65.83
0.618 62.56
1.000 60.54
1.618 57.27
2.618 51.98
4.250 43.35
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 68.48 68.90
PP 67.66 67.94
S1 66.84 66.98

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

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