NYMEX Light Sweet Crude Oil Future June 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 67.10 65.00 -2.10 -3.1% 76.20
High 68.16 67.88 -0.28 -0.4% 78.60
Low 65.00 64.83 -0.17 -0.3% 66.00
Close 66.32 65.68 -0.64 -1.0% 67.07
Range 3.16 3.05 -0.11 -3.5% 12.60
ATR 4.46 4.36 -0.10 -2.3% 0.00
Volume 25,805 7,664 -18,141 -70.3% 62,260
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 75.28 73.53 67.36
R3 72.23 70.48 66.52
R2 69.18 69.18 66.24
R1 67.43 67.43 65.96 68.31
PP 66.13 66.13 66.13 66.57
S1 64.38 64.38 65.40 65.26
S2 63.08 63.08 65.12
S3 60.03 61.33 64.84
S4 56.98 58.28 64.00
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.36 100.31 74.00
R3 95.76 87.71 70.54
R2 83.16 83.16 69.38
R1 75.11 75.11 68.23 72.84
PP 70.56 70.56 70.56 69.42
S1 62.51 62.51 65.92 60.24
S2 57.96 57.96 64.76
S3 45.36 49.91 63.61
S4 32.76 37.31 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.69 64.83 8.86 13.5% 3.41 5.2% 10% False True 14,329
10 79.12 64.83 14.29 21.8% 3.60 5.5% 6% False True 14,313
20 100.75 64.83 35.92 54.7% 3.80 5.8% 2% False True 11,790
40 113.10 64.83 48.27 73.5% 3.68 5.6% 2% False True 9,495
60 123.85 64.83 59.02 89.9% 3.16 4.8% 1% False True 7,313
80 147.91 64.83 83.08 126.5% 3.19 4.9% 1% False True 6,404
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.84
2.618 75.86
1.618 72.81
1.000 70.93
0.618 69.76
HIGH 67.88
0.618 66.71
0.500 66.36
0.382 66.00
LOW 64.83
0.618 62.95
1.000 61.78
1.618 59.90
2.618 56.85
4.250 51.87
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 66.36 67.34
PP 66.13 66.79
S1 65.91 66.23

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

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