NYMEX Light Sweet Crude Oil Future December 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 104.95 106.87 1.92 1.8% 102.56
High 107.70 107.30 -0.40 -0.4% 109.74
Low 102.55 103.57 1.02 1.0% 101.80
Close 107.21 106.18 -1.03 -1.0% 106.18
Range 5.15 3.73 -1.42 -27.6% 7.94
ATR 5.22 5.12 -0.11 -2.0% 0.00
Volume 98,574 98,249 -325 -0.3% 646,473
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.87 115.26 108.23
R3 113.14 111.53 107.21
R2 109.41 109.41 106.86
R1 107.80 107.80 106.52 106.74
PP 105.68 105.68 105.68 105.16
S1 104.07 104.07 105.84 103.01
S2 101.95 101.95 105.50
S3 98.22 100.34 105.15
S4 94.49 96.61 104.13
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 129.73 125.89 110.55
R3 121.79 117.95 108.36
R2 113.85 113.85 107.64
R1 110.01 110.01 106.91 111.93
PP 105.91 105.91 105.91 106.87
S1 102.07 102.07 105.45 103.99
S2 97.97 97.97 104.72
S3 90.03 94.13 104.00
S4 82.09 86.19 101.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.74 101.80 7.94 7.5% 5.38 5.1% 55% False False 129,294
10 109.74 90.66 19.08 18.0% 5.58 5.3% 81% False False 117,610
20 119.44 90.66 28.78 27.1% 5.09 4.8% 54% False False 90,365
40 129.58 90.66 38.92 36.7% 4.80 4.5% 40% False False 68,328
60 148.60 90.66 57.94 54.6% 4.83 4.5% 27% False False 59,419
80 148.60 90.66 57.94 54.6% 4.82 4.5% 27% False False 54,173
100 148.60 90.66 57.94 54.6% 4.65 4.4% 27% False False 51,490
120 148.60 90.66 57.94 54.6% 4.36 4.1% 27% False False 46,430
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 1.00
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123.15
2.618 117.07
1.618 113.34
1.000 111.03
0.618 109.61
HIGH 107.30
0.618 105.88
0.500 105.44
0.382 104.99
LOW 103.57
0.618 101.26
1.000 99.84
1.618 97.53
2.618 93.80
4.250 87.72
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 105.93 105.95
PP 105.68 105.72
S1 105.44 105.50

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

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