NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 69.29 70.62 1.33 1.9% 73.87
High 70.85 70.86 0.01 0.0% 77.63
Low 68.40 65.12 -3.28 -4.8% 65.12
Close 69.65 66.03 -3.62 -5.2% 66.03
Range 2.45 5.74 3.29 134.3% 12.51
ATR 4.34 4.44 0.10 2.3% 0.00
Volume 7,032 6,523 -509 -7.2% 25,657
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.56 81.03 69.19
R3 78.82 75.29 67.61
R2 73.08 73.08 67.08
R1 69.55 69.55 66.56 68.45
PP 67.34 67.34 67.34 66.78
S1 63.81 63.81 65.50 62.71
S2 61.60 61.60 64.98
S3 55.86 58.07 64.45
S4 50.12 52.33 62.87
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.12 99.09 72.91
R3 94.61 86.58 69.47
R2 82.10 82.10 68.32
R1 74.07 74.07 67.18 71.83
PP 69.59 69.59 69.59 68.48
S1 61.56 61.56 64.88 59.32
S2 57.08 57.08 63.74
S3 44.57 49.05 62.59
S4 32.06 36.54 59.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.63 65.12 12.51 18.9% 4.36 6.6% 7% False True 5,131
10 86.45 65.12 21.33 32.3% 4.27 6.5% 4% False True 5,217
20 102.60 65.12 37.48 56.8% 4.50 6.8% 2% False True 4,514
40 120.30 65.12 55.18 83.6% 3.33 5.0% 2% False True 3,656
60 126.60 65.12 61.48 93.1% 2.39 3.6% 1% False True 2,764
80 146.86 65.12 81.74 123.8% 1.84 2.8% 1% False True 2,343
100 146.86 65.12 81.74 123.8% 1.48 2.2% 1% False True 1,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.26
2.618 85.89
1.618 80.15
1.000 76.60
0.618 74.41
HIGH 70.86
0.618 68.67
0.500 67.99
0.382 67.31
LOW 65.12
0.618 61.57
1.000 59.38
1.618 55.83
2.618 50.09
4.250 40.73
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 67.99 69.22
PP 67.34 68.16
S1 66.68 67.09

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

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