NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 71.00 67.65 -3.35 -4.7% 78.55
High 72.00 68.36 -3.64 -5.1% 78.55
Low 70.90 67.25 -3.65 -5.1% 67.25
Close 71.17 67.55 -3.62 -5.1% 67.55
Range 1.10 1.11 0.01 0.9% 11.30
ATR 3.47 3.50 0.03 0.9% 0.00
Volume 1,903 2,774 871 45.8% 10,583
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 71.05 70.41 68.16
R3 69.94 69.30 67.86
R2 68.83 68.83 67.75
R1 68.19 68.19 67.65 67.96
PP 67.72 67.72 67.72 67.60
S1 67.08 67.08 67.45 66.85
S2 66.61 66.61 67.35
S3 65.50 65.97 67.24
S4 64.39 64.86 66.94
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 105.02 97.58 73.77
R3 93.72 86.28 70.66
R2 82.42 82.42 69.62
R1 74.98 74.98 68.59 73.05
PP 71.12 71.12 71.12 70.15
S1 63.68 63.68 66.51 61.75
S2 59.82 59.82 65.48
S3 48.52 52.38 64.44
S4 37.22 41.08 61.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.55 67.25 11.30 16.7% 1.30 1.9% 3% False True 2,116
10 85.30 67.25 18.05 26.7% 1.47 2.2% 2% False True 2,685
20 102.25 67.25 35.00 51.8% 1.49 2.2% 1% False True 2,377
40 118.21 67.25 50.96 75.4% 1.32 2.0% 1% False True 1,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.08
2.618 71.27
1.618 70.16
1.000 69.47
0.618 69.05
HIGH 68.36
0.618 67.94
0.500 67.81
0.382 67.67
LOW 67.25
0.618 66.56
1.000 66.14
1.618 65.45
2.618 64.34
4.250 62.53
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 67.81 69.64
PP 67.72 68.94
S1 67.64 68.25

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

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