NYMEX Light Sweet Crude Oil Future June 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 69.00 69.85 0.85 1.2% 76.20
High 71.83 69.85 -1.98 -2.8% 78.60
Low 69.00 66.00 -3.00 -4.3% 66.00
Close 70.69 67.07 -3.62 -5.1% 67.07
Range 2.83 3.85 1.02 36.0% 12.60
ATR 4.55 4.56 0.01 0.2% 0.00
Volume 15,775 12,938 -2,837 -18.0% 62,260
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 79.19 76.98 69.19
R3 75.34 73.13 68.13
R2 71.49 71.49 67.78
R1 69.28 69.28 67.42 68.46
PP 67.64 67.64 67.64 67.23
S1 65.43 65.43 66.72 64.61
S2 63.79 63.79 66.36
S3 59.94 61.58 66.01
S4 56.09 57.73 64.95
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.36 100.31 74.00
R3 95.76 87.71 70.54
R2 83.16 83.16 69.38
R1 75.11 75.11 68.23 72.84
PP 70.56 70.56 70.56 69.42
S1 62.51 62.51 65.92 60.24
S2 57.96 57.96 64.76
S3 45.36 49.91 63.61
S4 32.76 37.31 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.60 66.00 12.60 18.8% 3.78 5.6% 8% False True 12,452
10 87.13 66.00 21.13 31.5% 3.81 5.7% 5% False True 13,609
20 102.84 66.00 36.84 54.9% 3.94 5.9% 3% False True 10,941
40 120.15 66.00 54.15 80.7% 3.70 5.5% 2% False True 8,797
60 129.18 66.00 63.18 94.2% 3.23 4.8% 2% False True 6,838
80 147.91 66.00 81.91 122.1% 3.17 4.7% 1% False True 6,051
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 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.21
2.618 79.93
1.618 76.08
1.000 73.70
0.618 72.23
HIGH 69.85
0.618 68.38
0.500 67.93
0.382 67.47
LOW 66.00
0.618 63.62
1.000 62.15
1.618 59.77
2.618 55.92
4.250 49.64
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 67.93 69.85
PP 67.64 68.92
S1 67.36 68.00

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

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