NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 69.42 64.78 -4.64 -6.7% 72.70
High 69.50 65.77 -3.73 -5.4% 76.24
Low 62.65 61.30 -1.35 -2.2% 62.65
Close 64.15 63.22 -0.93 -1.4% 64.15
Range 6.85 4.47 -2.38 -34.7% 13.59
ATR 5.69 5.60 -0.09 -1.5% 0.00
Volume 256,889 253,812 -3,077 -1.2% 1,188,572
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 76.84 74.50 65.68
R3 72.37 70.03 64.45
R2 67.90 67.90 64.04
R1 65.56 65.56 63.63 64.50
PP 63.43 63.43 63.43 62.90
S1 61.09 61.09 62.81 60.03
S2 58.96 58.96 62.40
S3 54.49 56.62 61.99
S4 50.02 52.15 60.76
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.45 99.89 71.62
R3 94.86 86.30 67.89
R2 81.27 81.27 66.64
R1 72.71 72.71 65.40 70.20
PP 67.68 67.68 67.68 66.42
S1 59.12 59.12 62.90 56.61
S2 54.09 54.09 61.66
S3 40.50 45.53 60.41
S4 26.91 31.94 56.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.04 61.30 14.74 23.3% 5.24 8.3% 13% False True 250,728
10 85.28 61.30 23.98 37.9% 5.31 8.4% 8% False True 214,785
20 103.45 61.30 42.15 66.7% 5.72 9.0% 5% False True 185,654
40 117.98 61.30 56.68 89.7% 5.60 8.9% 3% False True 138,669
60 127.50 61.30 66.20 104.7% 5.18 8.2% 3% False True 107,902
80 148.60 61.30 87.30 138.1% 5.17 8.2% 2% False True 91,482
100 148.60 61.30 87.30 138.1% 5.01 7.9% 2% False True 80,741
120 148.60 61.30 87.30 138.1% 4.89 7.7% 2% False True 74,193
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.77
2.618 77.47
1.618 73.00
1.000 70.24
0.618 68.53
HIGH 65.77
0.618 64.06
0.500 63.54
0.382 63.01
LOW 61.30
0.618 58.54
1.000 56.83
1.618 54.07
2.618 49.60
4.250 42.30
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 63.54 65.40
PP 63.43 64.67
S1 63.33 63.95

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

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