NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 68.30 70.10 1.80 2.6% 72.93
High 70.22 70.10 -0.12 -0.2% 76.72
Low 66.77 63.75 -3.02 -4.5% 63.75
Close 68.71 65.06 -3.65 -5.3% 65.06
Range 3.45 6.35 2.90 84.1% 12.97
ATR 5.02 5.11 0.10 1.9% 0.00
Volume 24,955 19,373 -5,582 -22.4% 78,792
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.35 81.56 68.55
R3 79.00 75.21 66.81
R2 72.65 72.65 66.22
R1 68.86 68.86 65.64 67.58
PP 66.30 66.30 66.30 65.67
S1 62.51 62.51 64.48 61.23
S2 59.95 59.95 63.90
S3 53.60 56.16 63.31
S4 47.25 49.81 61.57
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.42 99.21 72.19
R3 94.45 86.24 68.63
R2 81.48 81.48 67.44
R1 73.27 73.27 66.25 70.89
PP 68.51 68.51 68.51 67.32
S1 60.30 60.30 63.87 57.92
S2 55.54 55.54 62.68
S3 42.57 47.33 61.49
S4 29.60 34.36 57.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.72 63.75 12.97 19.9% 4.77 7.3% 10% False True 15,758
10 85.78 63.75 22.03 33.9% 4.69 7.2% 6% False True 14,399
20 105.77 63.75 42.02 64.6% 5.24 8.1% 3% False True 12,806
40 119.70 63.75 55.95 86.0% 4.68 7.2% 2% False True 10,521
60 129.51 63.75 65.76 101.1% 4.34 6.7% 2% False True 8,017
80 148.17 63.75 84.42 129.8% 3.86 5.9% 2% False True 6,536
100 148.17 63.75 84.42 129.8% 3.31 5.1% 2% False True 5,413
120 148.17 63.75 84.42 129.8% 2.95 4.5% 2% False True 4,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 97.09
2.618 86.72
1.618 80.37
1.000 76.45
0.618 74.02
HIGH 70.10
0.618 67.67
0.500 66.93
0.382 66.18
LOW 63.75
0.618 59.83
1.000 57.40
1.618 53.48
2.618 47.13
4.250 36.76
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 66.93 67.90
PP 66.30 66.95
S1 65.68 66.01

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

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