NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 77.31 76.21 -1.10 -1.4% 84.82
High 79.03 76.21 -2.82 -3.6% 84.82
Low 75.93 76.21 0.28 0.4% 73.74
Close 77.89 76.21 -1.68 -2.2% 75.78
Range 3.10 0.00 -3.10 -100.0% 11.08
ATR 3.31 3.20 -0.12 -3.5% 0.00
Volume 2,782 829 -1,953 -70.2% 3,966
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 76.21 76.21 76.21
R3 76.21 76.21 76.21
R2 76.21 76.21 76.21
R1 76.21 76.21 76.21 76.21
PP 76.21 76.21 76.21 76.21
S1 76.21 76.21 76.21 76.21
S2 76.21 76.21 76.21
S3 76.21 76.21 76.21
S4 76.21 76.21 76.21
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 111.35 104.65 81.87
R3 100.27 93.57 78.83
R2 89.19 89.19 77.81
R1 82.49 82.49 76.80 80.30
PP 78.11 78.11 78.11 77.02
S1 71.41 71.41 74.76 69.22
S2 67.03 67.03 73.75
S3 55.95 60.33 72.73
S4 44.87 49.25 69.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.03 73.74 5.29 6.9% 0.89 1.2% 47% False False 1,260
10 89.88 73.74 16.14 21.2% 1.23 1.6% 15% False False 1,027
20 108.14 73.74 34.40 45.1% 0.85 1.1% 7% False False 992
40 119.89 73.74 46.15 60.6% 0.70 0.9% 5% False False 642
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.21
2.618 76.21
1.618 76.21
1.000 76.21
0.618 76.21
HIGH 76.21
0.618 76.21
0.500 76.21
0.382 76.21
LOW 76.21
0.618 76.21
1.000 76.21
1.618 76.21
2.618 76.21
4.250 76.21
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 76.21 77.41
PP 76.21 77.01
S1 76.21 76.61

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

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