NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 73.60 72.30 -1.30 -1.8% 80.12
High 74.50 74.30 -0.20 -0.3% 84.83
Low 68.57 69.84 1.27 1.9% 68.57
Close 69.85 71.85 2.00 2.9% 71.85
Range 5.93 4.46 -1.47 -24.8% 16.26
ATR 6.05 5.94 -0.11 -1.9% 0.00
Volume 221,136 283,094 61,958 28.0% 1,345,082
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.38 83.07 74.30
R3 80.92 78.61 73.08
R2 76.46 76.46 72.67
R1 74.15 74.15 72.26 73.08
PP 72.00 72.00 72.00 71.46
S1 69.69 69.69 71.44 68.62
S2 67.54 67.54 71.03
S3 63.08 65.23 70.62
S4 58.62 60.77 69.40
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 123.86 114.12 80.79
R3 107.60 97.86 76.32
R2 91.34 91.34 74.83
R1 81.60 81.60 73.34 78.34
PP 75.08 75.08 75.08 73.46
S1 65.34 65.34 70.36 62.08
S2 58.82 58.82 68.87
S3 42.56 49.08 67.38
S4 26.30 32.82 62.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.83 68.57 16.26 22.6% 5.12 7.1% 20% False False 269,016
10 93.02 68.57 24.45 34.0% 5.45 7.6% 13% False False 279,652
20 110.45 68.57 41.88 58.3% 6.09 8.5% 8% False False 269,569
40 122.43 68.57 53.86 75.0% 5.65 7.9% 6% False False 190,875
60 129.16 68.57 60.59 84.3% 5.15 7.2% 5% False False 140,059
80 148.47 68.57 79.90 111.2% 5.05 7.0% 4% False False 109,371
100 148.47 68.57 79.90 111.2% 4.93 6.9% 4% False False 90,369
120 148.47 68.57 79.90 111.2% 4.62 6.4% 4% False False 76,540
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.26
2.618 85.98
1.618 81.52
1.000 78.76
0.618 77.06
HIGH 74.30
0.618 72.60
0.500 72.07
0.382 71.54
LOW 69.84
0.618 67.08
1.000 65.38
1.618 62.62
2.618 58.16
4.250 50.89
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 72.07 73.87
PP 72.00 73.20
S1 71.92 72.52

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

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