NYMEX Light Sweet Crude Oil Future June 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 69.85 67.10 -2.75 -3.9% 76.20
High 69.85 68.16 -1.69 -2.4% 78.60
Low 66.00 65.00 -1.00 -1.5% 66.00
Close 67.07 66.32 -0.75 -1.1% 67.07
Range 3.85 3.16 -0.69 -17.9% 12.60
ATR 4.56 4.46 -0.10 -2.2% 0.00
Volume 12,938 25,805 12,867 99.5% 62,260
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 75.97 74.31 68.06
R3 72.81 71.15 67.19
R2 69.65 69.65 66.90
R1 67.99 67.99 66.61 67.24
PP 66.49 66.49 66.49 66.12
S1 64.83 64.83 66.03 64.08
S2 63.33 63.33 65.74
S3 60.17 61.67 65.45
S4 57.01 58.51 64.58
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.36 100.31 74.00
R3 95.76 87.71 70.54
R2 83.16 83.16 69.38
R1 75.11 75.11 68.23 72.84
PP 70.56 70.56 70.56 69.42
S1 62.51 62.51 65.92 60.24
S2 57.96 57.96 64.76
S3 45.36 49.91 63.61
S4 32.76 37.31 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.65 65.00 12.65 19.1% 3.60 5.4% 10% False True 15,695
10 87.13 65.00 22.13 33.4% 3.87 5.8% 6% False True 14,687
20 102.10 65.00 37.10 55.9% 3.80 5.7% 4% False True 11,918
40 114.10 65.00 49.10 74.0% 3.70 5.6% 3% False True 9,368
60 126.50 65.00 61.50 92.7% 3.20 4.8% 2% False True 7,243
80 147.91 65.00 82.91 125.0% 3.19 4.8% 2% False True 6,337
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.59
2.618 76.43
1.618 73.27
1.000 71.32
0.618 70.11
HIGH 68.16
0.618 66.95
0.500 66.58
0.382 66.21
LOW 65.00
0.618 63.05
1.000 61.84
1.618 59.89
2.618 56.73
4.250 51.57
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 66.58 68.42
PP 66.49 67.72
S1 66.41 67.02

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

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