NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 67.00 66.53 -0.47 -0.7% 77.31
High 68.94 66.53 -2.41 -3.5% 79.03
Low 66.57 66.53 -0.04 -0.1% 67.14
Close 67.21 66.52 -0.69 -1.0% 68.04
Range 2.37 0.00 -2.37 -100.0% 11.89
ATR 3.27 3.08 -0.18 -5.7% 0.00
Volume 3,141 742 -2,399 -76.4% 8,599
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 66.53 66.52 66.52
R3 66.53 66.52 66.52
R2 66.53 66.53 66.52
R1 66.52 66.52 66.52 66.53
PP 66.53 66.53 66.53 66.53
S1 66.52 66.52 66.52 66.53
S2 66.53 66.53 66.52
S3 66.53 66.52 66.52
S4 66.53 66.52 66.52
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 72.44 66.53 5.91 8.9% 1.35 2.0% 0% False True 1,774
10 79.03 66.53 12.50 18.8% 1.12 1.7% 0% False True 1,517
20 99.90 66.53 33.37 50.2% 1.04 1.6% 0% False True 1,320
40 113.14 66.53 46.61 70.1% 0.87 1.3% 0% False True 843
60 123.71 66.53 57.18 86.0% 0.58 0.9% 0% False True 662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 66.53
2.618 66.53
1.618 66.53
1.000 66.53
0.618 66.53
HIGH 66.53
0.618 66.53
0.500 66.53
0.382 66.53
LOW 66.53
0.618 66.53
1.000 66.53
1.618 66.53
2.618 66.53
4.250 66.53
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 66.53 67.74
PP 66.53 67.33
S1 66.52 66.93

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

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