NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 94.23 92.81 -1.42 -1.5% 107.75
High 94.32 97.63 3.31 3.5% 109.89
Low 90.51 91.36 0.85 0.9% 99.99
Close 91.15 97.16 6.01 6.6% 101.18
Range 3.81 6.27 2.46 64.6% 9.90
ATR 4.83 4.95 0.12 2.4% 0.00
Volume 334,900 327,157 -7,743 -2.3% 1,542,518
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 114.19 111.95 100.61
R3 107.92 105.68 98.88
R2 101.65 101.65 98.31
R1 99.41 99.41 97.73 100.53
PP 95.38 95.38 95.38 95.95
S1 93.14 93.14 96.59 94.26
S2 89.11 89.11 96.01
S3 82.84 86.87 95.44
S4 76.57 80.60 93.71
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.39 127.18 106.63
R3 123.49 117.28 103.90
R2 113.59 113.59 103.00
R1 107.38 107.38 102.09 105.54
PP 103.69 103.69 103.69 102.76
S1 97.48 97.48 100.27 95.64
S2 93.79 93.79 99.37
S3 83.89 87.58 98.46
S4 73.99 77.68 95.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.95 90.51 13.44 13.8% 4.80 4.9% 49% False False 315,640
10 110.60 90.51 20.09 20.7% 4.49 4.6% 33% False False 298,947
20 122.04 90.51 31.53 32.5% 5.03 5.2% 21% False False 286,007
40 129.21 90.51 38.70 39.8% 4.71 4.9% 17% False False 195,201
60 148.13 90.51 57.62 59.3% 4.82 5.0% 12% False False 141,211
80 148.13 90.51 57.62 59.3% 4.85 5.0% 12% False False 112,315
100 148.13 90.51 57.62 59.3% 4.59 4.7% 12% False False 92,379
120 148.13 90.51 57.62 59.3% 4.17 4.3% 12% False False 77,833
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 1.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.28
2.618 114.04
1.618 107.77
1.000 103.90
0.618 101.50
HIGH 97.63
0.618 95.23
0.500 94.50
0.382 93.76
LOW 91.36
0.618 87.49
1.000 85.09
1.618 81.22
2.618 74.95
4.250 64.71
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 96.27 96.72
PP 95.38 96.29
S1 94.50 95.85

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

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