NYMEX Light Sweet Crude Oil Future May 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 66.86 65.15 -1.71 -2.6% 75.91
High 67.06 65.15 -1.91 -2.8% 75.91
Low 66.54 65.15 -1.39 -2.1% 66.54
Close 66.54 65.81 -0.73 -1.1% 66.54
Range 0.52 0.00 -0.52 -100.0% 9.37
ATR 3.52 3.37 -0.15 -4.3% 0.00
Volume 4,252 8,230 3,978 93.6% 17,312
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 65.37 65.59 65.81
R3 65.37 65.59 65.81
R2 65.37 65.37 65.81
R1 65.59 65.59 65.81 65.48
PP 65.37 65.37 65.37 65.32
S1 65.59 65.59 65.81 65.48
S2 65.37 65.37 65.81
S3 65.37 65.59 65.81
S4 65.37 65.59 65.81
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.77 91.53 71.69
R3 88.40 82.16 69.12
R2 79.03 79.03 68.26
R1 72.79 72.79 67.40 71.23
PP 69.66 69.66 69.66 68.88
S1 63.42 63.42 65.68 61.86
S2 60.29 60.29 64.82
S3 50.92 54.05 63.96
S4 41.55 44.68 61.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.24 65.15 9.09 13.8% 1.92 2.9% 7% False True 4,365
10 86.05 65.15 20.90 31.8% 2.64 4.0% 3% False True 4,196
20 100.60 65.15 35.45 53.9% 2.21 3.4% 2% False True 3,383
40 112.52 65.15 47.37 72.0% 1.62 2.5% 1% False True 2,697
60 123.71 65.15 58.56 89.0% 1.15 1.7% 1% False True 2,084
80 146.69 65.15 81.54 123.9% 0.93 1.4% 1% False True 1,711
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 0.24
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 65.15
2.618 65.15
1.618 65.15
1.000 65.15
0.618 65.15
HIGH 65.15
0.618 65.15
0.500 65.15
0.382 65.15
LOW 65.15
0.618 65.15
1.000 65.15
1.618 65.15
2.618 65.15
4.250 65.15
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 65.59 68.18
PP 65.37 67.39
S1 65.15 66.60

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

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