NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 65.00 67.34 2.34 3.6% 76.20
High 67.88 71.53 3.65 5.4% 78.60
Low 64.83 67.00 2.17 3.3% 66.00
Close 65.68 70.63 4.95 7.5% 67.07
Range 3.05 4.53 1.48 48.5% 12.60
ATR 4.36 4.47 0.11 2.4% 0.00
Volume 7,664 14,893 7,229 94.3% 62,260
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.31 81.50 73.12
R3 78.78 76.97 71.88
R2 74.25 74.25 71.46
R1 72.44 72.44 71.05 73.35
PP 69.72 69.72 69.72 70.17
S1 67.91 67.91 70.21 68.82
S2 65.19 65.19 69.80
S3 60.66 63.38 69.38
S4 56.13 58.85 68.14
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 71.83 64.83 7.00 9.9% 3.48 4.9% 83% False False 15,415
10 78.60 64.83 13.77 19.5% 3.88 5.5% 42% False False 14,273
20 98.25 64.83 33.42 47.3% 3.84 5.4% 17% False False 12,175
40 113.10 64.83 48.27 68.3% 3.76 5.3% 12% False False 9,692
60 123.85 64.83 59.02 83.6% 3.18 4.5% 10% False False 7,507
80 147.91 64.83 83.08 117.6% 3.18 4.5% 7% False False 6,557
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 0.51
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 90.78
2.618 83.39
1.618 78.86
1.000 76.06
0.618 74.33
HIGH 71.53
0.618 69.80
0.500 69.27
0.382 68.73
LOW 67.00
0.618 64.20
1.000 62.47
1.618 59.67
2.618 55.14
4.250 47.75
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 70.18 69.81
PP 69.72 69.00
S1 69.27 68.18

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

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