NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 75.05 73.87 -1.18 -1.6% 82.50
High 75.67 77.47 1.80 2.4% 86.45
Low 72.25 73.65 1.40 1.9% 71.33
Close 73.86 75.99 2.13 2.9% 73.86
Range 3.42 3.82 0.40 11.7% 15.12
ATR 4.40 4.36 -0.04 -0.9% 0.00
Volume 9,292 4,917 -4,375 -47.1% 26,520
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.16 85.40 78.09
R3 83.34 81.58 77.04
R2 79.52 79.52 76.69
R1 77.76 77.76 76.34 78.64
PP 75.70 75.70 75.70 76.15
S1 73.94 73.94 75.64 74.82
S2 71.88 71.88 75.29
S3 68.06 70.12 74.94
S4 64.24 66.30 73.89
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.57 113.34 82.18
R3 107.45 98.22 78.02
R2 92.33 92.33 76.63
R1 83.10 83.10 75.25 80.16
PP 77.21 77.21 77.21 75.74
S1 67.98 67.98 72.47 65.04
S2 62.09 62.09 71.09
S3 46.97 52.86 69.70
S4 31.85 37.74 65.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.45 71.33 15.12 19.9% 4.44 5.8% 31% False False 4,944
10 90.14 71.33 18.81 24.8% 4.17 5.5% 25% False False 4,957
20 107.00 71.33 35.67 46.9% 4.00 5.3% 13% False False 4,388
40 120.30 71.33 48.97 64.4% 2.96 3.9% 10% False False 3,238
60 126.60 71.33 55.27 72.7% 2.10 2.8% 8% False False 2,498
80 146.86 71.33 75.53 99.4% 1.62 2.1% 6% False False 2,104
100 146.86 71.33 75.53 99.4% 1.34 1.8% 6% False False 1,748
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 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.71
2.618 87.47
1.618 83.65
1.000 81.29
0.618 79.83
HIGH 77.47
0.618 76.01
0.500 75.56
0.382 75.11
LOW 73.65
0.618 71.29
1.000 69.83
1.618 67.47
2.618 63.65
4.250 57.42
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 75.85 75.46
PP 75.70 74.93
S1 75.56 74.40

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

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