NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 67.12 71.50 4.38 6.5% 75.91
High 71.81 71.50 -0.31 -0.4% 75.91
Low 67.12 68.19 1.07 1.6% 66.54
Close 70.12 69.23 -0.89 -1.3% 66.54
Range 4.69 3.31 -1.38 -29.4% 9.37
ATR 3.52 3.51 -0.02 -0.4% 0.00
Volume 4,623 7,340 2,717 58.8% 17,312
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 79.57 77.71 71.05
R3 76.26 74.40 70.14
R2 72.95 72.95 69.84
R1 71.09 71.09 69.53 70.37
PP 69.64 69.64 69.64 69.28
S1 67.78 67.78 68.93 67.06
S2 66.33 66.33 68.62
S3 63.02 64.47 68.32
S4 59.71 61.16 67.41
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.77 91.53 71.69
R3 88.40 82.16 69.12
R2 79.03 79.03 68.26
R1 72.79 72.79 67.40 71.23
PP 69.66 69.66 69.66 68.88
S1 63.42 63.42 65.68 61.86
S2 60.29 60.29 64.82
S3 50.92 54.05 63.96
S4 41.55 44.68 61.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.81 64.55 7.26 10.5% 2.16 3.1% 64% False False 5,658
10 76.16 64.55 11.61 16.8% 2.45 3.5% 40% False False 4,886
20 94.50 64.55 29.95 43.3% 2.70 3.9% 16% False False 3,938
40 110.69 64.55 46.14 66.6% 1.81 2.6% 10% False False 2,896
60 123.71 64.55 59.16 85.5% 1.32 1.9% 8% False False 2,310
80 146.69 64.55 82.14 118.6% 1.05 1.5% 6% False False 1,894
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.57
2.618 80.17
1.618 76.86
1.000 74.81
0.618 73.55
HIGH 71.50
0.618 70.24
0.500 69.85
0.382 69.45
LOW 68.19
0.618 66.14
1.000 64.88
1.618 62.83
2.618 59.52
4.250 54.12
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 69.85 68.88
PP 69.64 68.53
S1 69.44 68.18

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

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