NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 74.24 68.47 -5.77 -7.8% 82.29
High 74.24 71.21 -3.03 -4.1% 86.05
Low 69.00 68.47 -0.53 -0.8% 72.50
Close 69.11 70.16 1.05 1.5% 74.34
Range 5.24 2.74 -2.50 -47.7% 13.55
ATR 3.57 3.51 -0.06 -1.7% 0.00
Volume 2,142 4,401 2,259 105.5% 21,353
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.17 76.90 71.67
R3 75.43 74.16 70.91
R2 72.69 72.69 70.66
R1 71.42 71.42 70.41 72.06
PP 69.95 69.95 69.95 70.26
S1 68.68 68.68 69.91 69.32
S2 67.21 67.21 69.66
S3 64.47 65.94 69.41
S4 61.73 63.20 68.65
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 76.16 68.47 7.69 11.0% 2.75 3.9% 22% False True 4,115
10 86.05 68.47 17.58 25.1% 3.04 4.3% 10% False True 3,657
20 106.85 68.47 38.38 54.7% 2.35 3.3% 4% False True 2,936
40 119.50 68.47 51.03 72.7% 1.61 2.3% 3% False True 2,444
60 126.47 68.47 58.00 82.7% 1.14 1.6% 3% False True 1,895
80 146.69 68.47 78.22 111.5% 0.92 1.3% 2% False True 1,558
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 False
Bear Hook True
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.86
2.618 78.38
1.618 75.64
1.000 73.95
0.618 72.90
HIGH 71.21
0.618 70.16
0.500 69.84
0.382 69.52
LOW 68.47
0.618 66.78
1.000 65.73
1.618 64.04
2.618 61.30
4.250 56.83
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 70.05 71.36
PP 69.95 70.96
S1 69.84 70.56

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

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