NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 70.62 66.53 -4.09 -5.8% 73.87
High 70.86 66.56 -4.30 -6.1% 77.63
Low 65.12 64.20 -0.92 -1.4% 65.12
Close 66.03 65.28 -0.75 -1.1% 66.03
Range 5.74 2.36 -3.38 -58.9% 12.51
ATR 4.44 4.29 -0.15 -3.3% 0.00
Volume 6,523 10,688 4,165 63.9% 25,657
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 72.43 71.21 66.58
R3 70.07 68.85 65.93
R2 67.71 67.71 65.71
R1 66.49 66.49 65.50 65.92
PP 65.35 65.35 65.35 65.06
S1 64.13 64.13 65.06 63.56
S2 62.99 62.99 64.85
S3 60.63 61.77 64.63
S4 58.27 59.41 63.98
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 64.20 13.43 20.6% 4.07 6.2% 8% False True 6,285
10 86.45 64.20 22.25 34.1% 4.26 6.5% 5% False True 5,615
20 102.60 64.20 38.40 58.8% 4.38 6.7% 3% False True 4,927
40 112.91 64.20 48.71 74.6% 3.31 5.1% 2% False True 3,889
60 123.58 64.20 59.38 91.0% 2.43 3.7% 2% False True 2,928
80 146.86 64.20 82.66 126.6% 1.87 2.9% 1% False True 2,471
100 146.86 64.20 82.66 126.6% 1.50 2.3% 1% False True 2,042
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 0.50
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 76.59
2.618 72.74
1.618 70.38
1.000 68.92
0.618 68.02
HIGH 66.56
0.618 65.66
0.500 65.38
0.382 65.10
LOW 64.20
0.618 62.74
1.000 61.84
1.618 60.38
2.618 58.02
4.250 54.17
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 65.38 67.53
PP 65.35 66.78
S1 65.31 66.03

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

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