NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 65.44 70.57 5.13 7.8% 78.55
High 67.66 71.80 4.14 6.1% 78.55
Low 65.44 69.69 4.25 6.5% 67.25
Close 66.10 71.09 4.99 7.5% 67.55
Range 2.22 2.11 -0.11 -5.0% 11.30
ATR 3.32 3.49 0.17 5.1% 0.00
Volume 1,425 2,865 1,440 101.1% 10,583
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 77.19 76.25 72.25
R3 75.08 74.14 71.67
R2 72.97 72.97 71.48
R1 72.03 72.03 71.28 72.50
PP 70.86 70.86 70.86 71.10
S1 69.92 69.92 70.90 70.39
S2 68.75 68.75 70.70
S3 66.64 67.81 70.51
S4 64.53 65.70 69.93
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 72.00 65.44 6.56 9.2% 1.76 2.5% 86% False False 3,128
10 78.55 65.44 13.11 18.4% 1.83 2.6% 43% False False 3,023
20 94.90 65.44 29.46 41.4% 1.79 2.5% 19% False False 2,635
40 112.96 65.44 47.52 66.8% 1.40 2.0% 12% False False 1,764
60 123.73 65.44 58.29 82.0% 1.06 1.5% 10% False False 1,330
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.77
2.618 77.32
1.618 75.21
1.000 73.91
0.618 73.10
HIGH 71.80
0.618 70.99
0.500 70.75
0.382 70.50
LOW 69.69
0.618 68.39
1.000 67.58
1.618 66.28
2.618 64.17
4.250 60.72
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 70.98 70.27
PP 70.86 69.44
S1 70.75 68.62

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

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