NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 76.45 71.86 -4.59 -6.0% 81.73
High 76.49 72.05 -4.44 -5.8% 85.78
Low 71.23 67.28 -3.95 -5.5% 70.29
Close 73.13 67.64 -5.49 -7.5% 72.92
Range 5.26 4.77 -0.49 -9.3% 15.49
ATR 5.08 5.14 0.05 1.1% 0.00
Volume 7,934 13,962 6,028 76.0% 65,205
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.30 80.24 70.26
R3 78.53 75.47 68.95
R2 73.76 73.76 68.51
R1 70.70 70.70 68.08 69.85
PP 68.99 68.99 68.99 68.56
S1 65.93 65.93 67.20 65.08
S2 64.22 64.22 66.77
S3 59.45 61.16 66.33
S4 54.68 56.39 65.02
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.80 113.35 81.44
R3 107.31 97.86 77.18
R2 91.82 91.82 75.76
R1 82.37 82.37 74.34 79.35
PP 76.33 76.33 76.33 74.82
S1 66.88 66.88 71.50 63.86
S2 60.84 60.84 70.08
S3 45.35 51.39 68.66
S4 29.86 35.90 64.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.72 67.28 9.44 14.0% 4.67 6.9% 4% False True 12,714
10 89.32 67.28 22.04 32.6% 4.83 7.1% 2% False True 12,567
20 107.32 67.28 40.04 59.2% 5.11 7.6% 1% False True 11,516
40 121.18 67.28 53.90 79.7% 4.61 6.8% 1% False True 9,573
60 129.51 67.28 62.23 92.0% 4.31 6.4% 1% False True 7,362
80 148.17 67.28 80.89 119.6% 3.76 5.6% 0% False True 6,033
100 148.17 67.28 80.89 119.6% 3.21 4.7% 0% False True 4,983
120 148.17 67.28 80.89 119.6% 2.90 4.3% 0% False True 4,289
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.32
2.618 84.54
1.618 79.77
1.000 76.82
0.618 75.00
HIGH 72.05
0.618 70.23
0.500 69.67
0.382 69.10
LOW 67.28
0.618 64.33
1.000 62.51
1.618 59.56
2.618 54.79
4.250 47.01
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 69.67 72.00
PP 68.99 70.55
S1 68.32 69.09

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

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