NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 75.63 72.02 -3.61 -4.8% 84.44
High 75.63 72.02 -3.61 -4.8% 85.30
Low 74.50 70.00 -4.50 -6.0% 73.15
Close 75.70 70.14 -5.56 -7.3% 75.30
Range 1.13 2.02 0.89 78.8% 12.15
ATR 3.43 3.59 0.16 4.7% 0.00
Volume 1,806 2,414 608 33.7% 16,267
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 76.78 75.48 71.25
R3 74.76 73.46 70.70
R2 72.74 72.74 70.51
R1 71.44 71.44 70.33 71.08
PP 70.72 70.72 70.72 70.54
S1 69.42 69.42 69.95 69.06
S2 68.70 68.70 69.77
S3 66.68 67.40 69.58
S4 64.66 65.38 69.03
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 114.37 106.98 81.98
R3 102.22 94.83 78.64
R2 90.07 90.07 77.53
R1 82.68 82.68 76.41 80.30
PP 77.92 77.92 77.92 76.73
S1 70.53 70.53 74.19 68.15
S2 65.77 65.77 73.07
S3 53.62 58.38 71.96
S4 41.47 46.23 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.55 70.00 8.55 12.2% 1.89 2.7% 2% False True 2,919
10 88.71 70.00 18.71 26.7% 1.88 2.7% 1% False True 2,546
20 108.05 70.00 38.05 54.2% 1.51 2.2% 0% False True 2,205
40 119.87 70.00 49.87 71.1% 1.26 1.8% 0% False True 1,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.61
2.618 77.31
1.618 75.29
1.000 74.04
0.618 73.27
HIGH 72.02
0.618 71.25
0.500 71.01
0.382 70.77
LOW 70.00
0.618 68.75
1.000 67.98
1.618 66.73
2.618 64.71
4.250 61.42
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 71.01 74.28
PP 70.72 72.90
S1 70.43 71.52

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

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