NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 65.15 66.74 1.59 2.4% 75.91
High 65.15 66.81 1.66 2.5% 75.91
Low 65.15 64.55 -0.60 -0.9% 66.54
Close 65.81 65.22 -0.59 -0.9% 66.54
Range 0.00 2.26 2.26 9.37
ATR 3.37 3.29 -0.08 -2.3% 0.00
Volume 8,230 3,849 -4,381 -53.2% 17,312
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 72.31 71.02 66.46
R3 70.05 68.76 65.84
R2 67.79 67.79 65.63
R1 66.50 66.50 65.43 66.02
PP 65.53 65.53 65.53 65.28
S1 64.24 64.24 65.01 63.76
S2 63.27 63.27 64.81
S3 61.01 61.98 64.60
S4 58.75 59.72 63.98
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 64.55 9.69 14.9% 2.15 3.3% 7% False True 4,574
10 80.05 64.55 15.50 23.8% 2.37 3.6% 4% False True 4,187
20 99.01 64.55 34.46 52.8% 2.32 3.6% 2% False True 3,519
40 112.52 64.55 47.97 73.6% 1.62 2.5% 1% False True 2,725
60 123.71 64.55 59.16 90.7% 1.19 1.8% 1% False True 2,141
80 146.69 64.55 82.14 125.9% 0.95 1.5% 1% False True 1,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.42
2.618 72.73
1.618 70.47
1.000 69.07
0.618 68.21
HIGH 66.81
0.618 65.95
0.500 65.68
0.382 65.41
LOW 64.55
0.618 63.15
1.000 62.29
1.618 60.89
2.618 58.63
4.250 54.95
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 65.68 65.81
PP 65.53 65.61
S1 65.37 65.42

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

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