NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 67.14 67.00 -0.14 -0.2% 77.31
High 68.91 68.94 0.03 0.0% 79.03
Low 67.14 66.57 -0.57 -0.8% 67.14
Close 68.04 67.21 -0.83 -1.2% 68.04
Range 1.77 2.37 0.60 33.9% 11.89
ATR 3.34 3.27 -0.07 -2.1% 0.00
Volume 2,944 3,141 197 6.7% 8,599
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 74.68 73.32 68.51
R3 72.31 70.95 67.86
R2 69.94 69.94 67.64
R1 68.58 68.58 67.43 69.26
PP 67.57 67.57 67.57 67.92
S1 66.21 66.21 66.99 66.89
S2 65.20 65.20 66.78
S3 62.83 63.84 66.56
S4 60.46 61.47 65.91
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 76.21 66.57 9.64 14.3% 1.35 2.0% 7% False True 1,791
10 83.75 66.57 17.18 25.6% 1.37 2.0% 4% False True 1,484
20 102.52 66.57 35.95 53.5% 1.19 1.8% 2% False True 1,300
40 114.02 66.57 47.45 70.6% 0.87 1.3% 1% False True 830
60 123.71 66.57 57.14 85.0% 0.58 0.9% 1% False True 657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.01
2.618 75.14
1.618 72.77
1.000 71.31
0.618 70.40
HIGH 68.94
0.618 68.03
0.500 67.76
0.382 67.48
LOW 66.57
0.618 65.11
1.000 64.20
1.618 62.74
2.618 60.37
4.250 56.50
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 67.76 69.43
PP 67.57 68.69
S1 67.39 67.95

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

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