NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 71.50 68.04 -3.46 -4.8% 65.15
High 71.50 71.60 0.10 0.1% 71.81
Low 68.19 67.10 -1.09 -1.6% 64.55
Close 69.23 71.18 1.95 2.8% 71.18
Range 3.31 4.50 1.19 36.0% 7.26
ATR 3.51 3.58 0.07 2.0% 0.00
Volume 7,340 7,270 -70 -1.0% 31,312
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.46 81.82 73.66
R3 78.96 77.32 72.42
R2 74.46 74.46 72.01
R1 72.82 72.82 71.59 73.64
PP 69.96 69.96 69.96 70.37
S1 68.32 68.32 70.77 69.14
S2 65.46 65.46 70.36
S3 60.96 63.82 69.94
S4 56.46 59.32 68.71
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.96 88.33 75.17
R3 83.70 81.07 73.18
R2 76.44 76.44 72.51
R1 73.81 73.81 71.85 75.13
PP 69.18 69.18 69.18 69.84
S1 66.55 66.55 70.51 67.87
S2 61.92 61.92 69.85
S3 54.66 59.29 69.18
S4 47.40 52.03 67.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.81 64.55 7.26 10.2% 2.95 4.1% 91% False False 6,262
10 75.91 64.55 11.36 16.0% 2.54 3.6% 58% False False 4,862
20 92.08 64.55 27.53 38.7% 2.84 4.0% 24% False False 4,185
40 110.69 64.55 46.14 64.8% 1.93 2.7% 14% False False 3,030
60 123.71 64.55 59.16 83.1% 1.40 2.0% 11% False False 2,416
80 146.69 64.55 82.14 115.4% 1.11 1.6% 8% False False 1,983
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.73
2.618 83.38
1.618 78.88
1.000 76.10
0.618 74.38
HIGH 71.60
0.618 69.88
0.500 69.35
0.382 68.82
LOW 67.10
0.618 64.32
1.000 62.60
1.618 59.82
2.618 55.32
4.250 47.98
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 70.57 70.61
PP 69.96 70.03
S1 69.35 69.46

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

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