NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 73.32 69.29 -4.03 -5.5% 82.50
High 73.32 70.85 -2.47 -3.4% 86.45
Low 68.50 68.40 -0.10 -0.1% 71.33
Close 68.60 69.65 1.05 1.5% 73.86
Range 4.82 2.45 -2.37 -49.2% 15.12
ATR 4.49 4.34 -0.15 -3.2% 0.00
Volume 4,106 7,032 2,926 71.3% 26,520
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 76.98 75.77 71.00
R3 74.53 73.32 70.32
R2 72.08 72.08 70.10
R1 70.87 70.87 69.87 71.48
PP 69.63 69.63 69.63 69.94
S1 68.42 68.42 69.43 69.03
S2 67.18 67.18 69.20
S3 64.73 65.97 68.98
S4 62.28 63.52 68.30
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 77.63 68.40 9.23 13.3% 3.90 5.6% 14% False True 5,685
10 86.45 68.40 18.05 25.9% 4.33 6.2% 7% False True 4,972
20 105.85 68.40 37.45 53.8% 4.30 6.2% 3% False True 4,419
40 120.30 68.40 51.90 74.5% 3.23 4.6% 2% False True 3,524
60 126.60 68.40 58.20 83.6% 2.30 3.3% 2% False True 2,682
80 146.86 68.40 78.46 112.6% 1.77 2.5% 2% False True 2,267
100 146.86 68.40 78.46 112.6% 1.46 2.1% 2% False True 1,876
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.57
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 81.26
2.618 77.26
1.618 74.81
1.000 73.30
0.618 72.36
HIGH 70.85
0.618 69.91
0.500 69.63
0.382 69.34
LOW 68.40
0.618 66.89
1.000 65.95
1.618 64.44
2.618 61.99
4.250 57.99
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 69.64 73.02
PP 69.63 71.89
S1 69.63 70.77

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

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