NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 67.85 69.87 2.02 3.0% 66.53
High 70.89 71.74 0.85 1.2% 72.38
Low 66.36 66.72 0.36 0.5% 64.07
Close 70.56 66.73 -3.83 -5.4% 70.56
Range 4.53 5.02 0.49 10.8% 8.31
ATR 4.42 4.46 0.04 1.0% 0.00
Volume 8,637 8,490 -147 -1.7% 40,097
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 83.46 80.11 69.49
R3 78.44 75.09 68.11
R2 73.42 73.42 67.65
R1 70.07 70.07 67.19 69.24
PP 68.40 68.40 68.40 67.98
S1 65.05 65.05 66.27 64.22
S2 63.38 63.38 65.81
S3 58.36 60.03 65.35
S4 53.34 55.01 63.97
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 12.5% 4.53 6.8% 32% False False 7,579
10 77.63 64.07 13.56 20.3% 4.30 6.4% 20% False False 6,932
20 90.14 64.07 26.07 39.1% 4.24 6.3% 10% False False 5,945
40 111.15 64.07 47.08 70.6% 3.68 5.5% 6% False False 4,510
60 123.58 64.07 59.51 89.2% 2.81 4.2% 4% False False 3,475
80 146.86 64.07 82.79 124.1% 2.16 3.2% 3% False False 2,891
100 146.86 64.07 82.79 124.1% 1.73 2.6% 3% False False 2,405
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 True
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.08
2.618 84.88
1.618 79.86
1.000 76.76
0.618 74.84
HIGH 71.74
0.618 69.82
0.500 69.23
0.382 68.64
LOW 66.72
0.618 63.62
1.000 61.70
1.618 58.60
2.618 53.58
4.250 45.39
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 69.23 69.37
PP 68.40 68.49
S1 67.56 67.61

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

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