NYMEX Light Sweet Crude Oil Future August 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 71.69 67.14 -4.55 -6.3% 77.31
High 72.29 68.91 -3.38 -4.7% 79.03
Low 71.54 67.14 -4.40 -6.2% 67.14
Close 71.67 68.04 -3.63 -5.1% 68.04
Range 0.75 1.77 1.02 136.0% 11.89
ATR 3.24 3.34 0.09 2.8% 0.00
Volume 730 2,944 2,214 303.3% 8,599
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 73.34 72.46 69.01
R3 71.57 70.69 68.53
R2 69.80 69.80 68.36
R1 68.92 68.92 68.20 69.36
PP 68.03 68.03 68.03 68.25
S1 67.15 67.15 67.88 67.59
S2 66.26 66.26 67.72
S3 64.49 65.38 67.55
S4 62.72 63.61 67.07
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.07 99.45 74.58
R3 95.18 87.56 71.31
R2 83.29 83.29 70.22
R1 75.67 75.67 69.13 73.54
PP 71.40 71.40 71.40 70.34
S1 63.78 63.78 66.95 61.65
S2 59.51 59.51 65.86
S3 47.62 51.89 64.77
S4 35.73 40.00 61.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.03 67.14 11.89 17.5% 1.49 2.2% 8% False True 1,719
10 84.82 67.14 17.68 26.0% 1.13 1.7% 5% False True 1,256
20 102.52 67.14 35.38 52.0% 1.07 1.6% 3% False True 1,166
40 118.25 67.14 51.11 75.1% 0.81 1.2% 2% False True 756
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.43
2.618 73.54
1.618 71.77
1.000 70.68
0.618 70.00
HIGH 68.91
0.618 68.23
0.500 68.03
0.382 67.82
LOW 67.14
0.618 66.05
1.000 65.37
1.618 64.28
2.618 62.51
4.250 59.62
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 68.04 69.79
PP 68.03 69.21
S1 68.03 68.62

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

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