NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 70.14 67.85 -2.29 -3.3% 66.53
High 72.38 70.89 -1.49 -2.1% 72.38
Low 66.61 66.36 -0.25 -0.4% 64.07
Close 68.62 70.56 1.94 2.8% 70.56
Range 5.77 4.53 -1.24 -21.5% 8.31
ATR 4.41 4.42 0.01 0.2% 0.00
Volume 10,315 8,637 -1,678 -16.3% 40,097
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 82.86 81.24 73.05
R3 78.33 76.71 71.81
R2 73.80 73.80 71.39
R1 72.18 72.18 70.98 72.99
PP 69.27 69.27 69.27 69.68
S1 67.65 67.65 70.14 68.46
S2 64.74 64.74 69.73
S3 60.21 63.12 69.31
S4 55.68 58.59 68.07
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 93.93 90.56 75.13
R3 85.62 82.25 72.85
R2 77.31 77.31 72.08
R1 73.94 73.94 71.32 75.63
PP 69.00 69.00 69.00 69.85
S1 65.63 65.63 69.80 67.32
S2 60.69 60.69 69.04
S3 52.38 57.32 68.27
S4 44.07 49.01 65.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.38 64.07 8.31 11.8% 4.00 5.7% 78% False False 8,019
10 77.63 64.07 13.56 19.2% 4.18 5.9% 48% False False 6,575
20 91.65 64.07 27.58 39.1% 4.21 6.0% 24% False False 5,684
40 111.15 64.07 47.08 66.7% 3.55 5.0% 14% False False 4,404
60 123.58 64.07 59.51 84.3% 2.72 3.9% 11% False False 3,361
80 146.86 64.07 82.79 117.3% 2.09 3.0% 8% False False 2,789
100 146.86 64.07 82.79 117.3% 1.68 2.4% 8% False False 2,321
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.82
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.14
2.618 82.75
1.618 78.22
1.000 75.42
0.618 73.69
HIGH 70.89
0.618 69.16
0.500 68.63
0.382 68.09
LOW 66.36
0.618 63.56
1.000 61.83
1.618 59.03
2.618 54.50
4.250 47.11
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 69.92 70.12
PP 69.27 69.67
S1 68.63 69.23

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

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