NYMEX Light Sweet Crude Oil Future January 2009


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 74.25 73.50 -0.75 -1.0% 80.41
High 75.16 74.83 -0.33 -0.4% 85.58
Low 69.40 70.38 0.98 1.4% 69.40
Close 70.69 72.49 1.80 2.5% 72.49
Range 5.76 4.45 -1.31 -22.7% 16.18
ATR 5.67 5.58 -0.09 -1.5% 0.00
Volume 33,523 49,585 16,062 47.9% 213,975
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.92 83.65 74.94
R3 81.47 79.20 73.71
R2 77.02 77.02 73.31
R1 74.75 74.75 72.90 73.66
PP 72.57 72.57 72.57 72.02
S1 70.30 70.30 72.08 69.21
S2 68.12 68.12 71.67
S3 63.67 65.85 71.27
S4 59.22 61.40 70.04
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.36 114.61 81.39
R3 108.18 98.43 76.94
R2 92.00 92.00 75.46
R1 82.25 82.25 73.97 79.04
PP 75.82 75.82 75.82 74.22
S1 66.07 66.07 71.01 62.86
S2 59.64 59.64 69.52
S3 43.46 49.89 68.04
S4 27.28 33.71 63.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.58 69.40 16.18 22.3% 5.08 7.0% 19% False False 42,795
10 91.45 69.40 22.05 30.4% 5.20 7.2% 14% False False 42,977
20 109.36 69.40 39.96 55.1% 5.68 7.8% 8% False False 38,162
40 123.22 69.40 53.82 74.2% 5.10 7.0% 6% False False 27,121
60 129.52 69.40 60.12 82.9% 4.72 6.5% 5% False False 20,716
80 148.35 69.40 78.95 108.9% 4.45 6.1% 4% False False 16,651
100 148.35 69.40 78.95 108.9% 4.16 5.7% 4% False False 13,799
120 148.35 69.40 78.95 108.9% 3.75 5.2% 4% False False 11,827
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 0.92
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.74
2.618 86.48
1.618 82.03
1.000 79.28
0.618 77.58
HIGH 74.83
0.618 73.13
0.500 72.61
0.382 72.08
LOW 70.38
0.618 67.63
1.000 65.93
1.618 63.18
2.618 58.73
4.250 51.47
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 72.61 74.65
PP 72.57 73.93
S1 72.53 73.21

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

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