NYMEX Light Sweet Crude Oil Future March 2009


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 70.50 65.60 -4.90 -7.0% 74.41
High 70.63 66.98 -3.65 -5.2% 77.08
Low 64.26 62.76 -1.50 -2.3% 64.26
Close 65.54 64.75 -0.79 -1.2% 65.54
Range 6.37 4.22 -2.15 -33.8% 12.82
ATR 4.96 4.91 -0.05 -1.1% 0.00
Volume 14,801 17,760 2,959 20.0% 53,187
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 77.49 75.34 67.07
R3 73.27 71.12 65.91
R2 69.05 69.05 65.52
R1 66.90 66.90 65.14 65.87
PP 64.83 64.83 64.83 64.31
S1 62.68 62.68 64.36 61.65
S2 60.61 60.61 63.98
S3 56.39 58.46 63.59
S4 52.17 54.24 62.43
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.42 99.30 72.59
R3 94.60 86.48 69.07
R2 81.78 81.78 67.89
R1 73.66 73.66 66.72 71.31
PP 68.96 68.96 68.96 67.79
S1 60.84 60.84 64.36 58.49
S2 56.14 56.14 63.19
S3 43.32 48.02 62.01
S4 30.50 35.20 58.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.04 62.76 14.28 22.1% 4.84 7.5% 14% False True 12,475
10 86.05 62.76 23.29 36.0% 4.78 7.4% 9% False True 11,018
20 102.30 62.76 39.54 61.1% 4.82 7.4% 5% False True 9,534
40 115.30 62.76 52.54 81.1% 4.64 7.2% 4% False True 7,739
60 125.50 62.76 62.74 96.9% 3.95 6.1% 3% False True 5,950
80 148.35 62.76 85.59 132.2% 3.59 5.5% 2% False True 4,954
100 148.35 62.76 85.59 132.2% 2.94 4.5% 2% False True 4,147
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.92
2.618 78.03
1.618 73.81
1.000 71.20
0.618 69.59
HIGH 66.98
0.618 65.37
0.500 64.87
0.382 64.37
LOW 62.76
0.618 60.15
1.000 58.54
1.618 55.93
2.618 51.71
4.250 44.83
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 64.87 66.70
PP 64.83 66.05
S1 64.79 65.40

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

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