NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 71.87 70.40 -1.47 -2.0% 67.00
High 72.88 70.40 -2.48 -3.4% 73.00
Low 71.87 69.75 -2.12 -2.9% 66.53
Close 72.77 69.39 -3.38 -4.6% 72.77
Range 1.01 0.65 -0.36 -35.6% 6.47
ATR 3.17 3.16 -0.01 -0.3% 0.00
Volume 7,266 872 -6,394 -88.0% 14,367
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.80 71.24 69.75
R3 71.15 70.59 69.57
R2 70.50 70.50 69.51
R1 69.94 69.94 69.45 69.90
PP 69.85 69.85 69.85 69.82
S1 69.29 69.29 69.33 69.25
S2 69.20 69.20 69.27
S3 68.55 68.64 69.21
S4 67.90 67.99 69.03
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.18 87.94 76.33
R3 83.71 81.47 74.55
R2 77.24 77.24 73.96
R1 75.00 75.00 73.36 76.12
PP 70.77 70.77 70.77 71.33
S1 68.53 68.53 72.18 69.65
S2 64.30 64.30 71.58
S3 57.83 62.06 70.99
S4 51.36 55.59 69.21
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 9.3% 1.27 1.8% 44% False False 2,419
10 76.21 66.53 9.68 14.0% 1.31 1.9% 30% False False 2,105
20 90.08 66.53 23.55 33.9% 1.36 2.0% 12% False False 1,556
40 109.67 66.53 43.14 62.2% 1.02 1.5% 7% False False 1,072
60 123.71 66.53 57.18 82.4% 0.69 1.0% 5% False False 829
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.16
2.618 72.10
1.618 71.45
1.000 71.05
0.618 70.80
HIGH 70.40
0.618 70.15
0.500 70.08
0.382 70.00
LOW 69.75
0.618 69.35
1.000 69.10
1.618 68.70
2.618 68.05
4.250 66.99
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 70.08 71.01
PP 69.85 70.47
S1 69.62 69.93

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

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