NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 74.20 74.24 0.04 0.1% 82.29
High 74.23 74.24 0.01 0.0% 86.05
Low 73.15 69.00 -4.15 -5.7% 72.50
Close 74.66 69.11 -5.55 -7.4% 74.34
Range 1.08 5.24 4.16 385.2% 13.55
ATR 3.41 3.57 0.16 4.7% 0.00
Volume 2,800 2,142 -658 -23.5% 21,353
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.50 83.05 71.99
R3 81.26 77.81 70.55
R2 76.02 76.02 70.07
R1 72.57 72.57 69.59 71.68
PP 70.78 70.78 70.78 70.34
S1 67.33 67.33 68.63 66.44
S2 65.54 65.54 68.15
S3 60.30 62.09 67.67
S4 55.06 56.85 66.23
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.28 109.86 81.79
R3 104.73 96.31 78.07
R2 91.18 91.18 76.82
R1 82.76 82.76 75.58 80.20
PP 77.63 77.63 77.63 76.35
S1 69.21 69.21 73.10 66.65
S2 64.08 64.08 71.86
S3 50.53 55.66 70.61
S4 36.98 42.11 66.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.15 69.00 8.15 11.8% 3.09 4.5% 1% False True 3,702
10 89.02 69.00 20.02 29.0% 2.92 4.2% 1% False True 3,628
20 107.65 69.00 38.65 55.9% 2.21 3.2% 0% False True 2,799
40 119.79 69.00 50.79 73.5% 1.54 2.2% 0% False True 2,348
60 126.47 69.00 57.47 83.2% 1.10 1.6% 0% False True 1,834
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 0.22
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 96.51
2.618 87.96
1.618 82.72
1.000 79.48
0.618 77.48
HIGH 74.24
0.618 72.24
0.500 71.62
0.382 71.00
LOW 69.00
0.618 65.76
1.000 63.76
1.618 60.52
2.618 55.28
4.250 46.73
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 71.62 72.46
PP 70.78 71.34
S1 69.95 70.23

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

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