NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 105.53 107.70 2.17 2.1% 102.48
High 108.67 108.11 -0.56 -0.5% 110.45
Low 103.22 104.25 1.03 1.0% 101.98
Close 108.02 106.89 -1.13 -1.0% 106.89
Range 5.45 3.86 -1.59 -29.2% 8.47
ATR 5.41 5.30 -0.11 -2.1% 0.00
Volume 233,417 245,162 11,745 5.0% 1,421,593
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.00 116.30 109.01
R3 114.14 112.44 107.95
R2 110.28 110.28 107.60
R1 108.58 108.58 107.24 107.50
PP 106.42 106.42 106.42 105.88
S1 104.72 104.72 106.54 103.64
S2 102.56 102.56 106.18
S3 98.70 100.86 105.83
S4 94.84 97.00 104.77
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.85 127.84 111.55
R3 123.38 119.37 109.22
R2 114.91 114.91 108.44
R1 110.90 110.90 107.67 112.91
PP 106.44 106.44 106.44 107.44
S1 102.43 102.43 106.11 104.44
S2 97.97 97.97 105.34
S3 89.50 93.96 104.56
S4 81.03 85.49 102.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.45 101.98 8.47 7.9% 5.60 5.2% 58% False False 284,318
10 110.45 90.42 20.03 18.7% 5.98 5.6% 82% False False 237,614
20 120.72 90.42 30.30 28.3% 5.34 5.0% 54% False False 169,277
40 129.16 90.42 38.74 36.2% 4.88 4.6% 43% False False 107,957
60 148.47 90.42 58.05 54.3% 4.84 4.5% 28% False False 78,471
80 148.47 90.42 58.05 54.3% 4.77 4.5% 28% False False 62,594
100 148.47 90.42 58.05 54.3% 4.46 4.2% 28% False False 51,953
120 148.47 90.42 58.05 54.3% 4.00 3.7% 28% False False 43,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.14
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124.52
2.618 118.22
1.618 114.36
1.000 111.97
0.618 110.50
HIGH 108.11
0.618 106.64
0.500 106.18
0.382 105.72
LOW 104.25
0.618 101.86
1.000 100.39
1.618 98.00
2.618 94.14
4.250 87.85
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 106.65 106.71
PP 106.42 106.54
S1 106.18 106.36

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

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