NYMEX Light Sweet Crude Oil Future August 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 66.53 70.00 3.47 5.2% 77.31
High 66.53 73.00 6.47 9.7% 79.03
Low 66.53 70.00 3.47 5.2% 67.14
Close 66.52 71.55 5.03 7.6% 68.04
Range 0.00 3.00 3.00 11.89
ATR 3.08 3.33 0.24 7.9% 0.00
Volume 742 2,214 1,472 198.4% 8,599
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 80.52 79.03 73.20
R3 77.52 76.03 72.38
R2 74.52 74.52 72.10
R1 73.03 73.03 71.83 73.78
PP 71.52 71.52 71.52 71.89
S1 70.03 70.03 71.28 70.78
S2 68.52 68.52 71.00
S3 65.52 67.03 70.73
S4 62.52 64.03 69.90
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 73.00 66.53 6.47 9.0% 1.58 2.2% 78% True False 1,954
10 79.03 66.53 12.50 17.5% 1.42 2.0% 40% False False 1,659
20 95.19 66.53 28.66 40.1% 1.19 1.7% 18% False False 1,376
40 111.60 66.53 45.07 63.0% 0.94 1.3% 11% False False 894
60 123.71 66.53 57.18 79.9% 0.63 0.9% 9% False False 698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.75
2.618 80.85
1.618 77.85
1.000 76.00
0.618 74.85
HIGH 73.00
0.618 71.85
0.500 71.50
0.382 71.15
LOW 70.00
0.618 68.15
1.000 67.00
1.618 65.15
2.618 62.15
4.250 57.25
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 71.53 70.96
PP 71.52 70.36
S1 71.50 69.77

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

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