NYMEX Light Sweet Crude Oil Future June 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 67.34 71.00 3.66 5.4% 76.20
High 71.53 73.44 1.91 2.7% 78.60
Low 67.00 67.68 0.68 1.0% 66.00
Close 70.63 69.78 -0.85 -1.2% 67.07
Range 4.53 5.76 1.23 27.2% 12.60
ATR 4.47 4.56 0.09 2.1% 0.00
Volume 14,893 12,046 -2,847 -19.1% 62,260
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.58 84.44 72.95
R3 81.82 78.68 71.36
R2 76.06 76.06 70.84
R1 72.92 72.92 70.31 71.61
PP 70.30 70.30 70.30 69.65
S1 67.16 67.16 69.25 65.85
S2 64.54 64.54 68.72
S3 58.78 61.40 68.20
S4 53.02 55.64 66.61
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 73.44 64.83 8.61 12.3% 4.07 5.8% 57% True False 14,669
10 78.60 64.83 13.77 19.7% 3.97 5.7% 36% False False 14,330
20 95.75 64.83 30.92 44.3% 3.93 5.6% 16% False False 12,420
40 112.04 64.83 47.21 67.7% 3.83 5.5% 10% False False 9,883
60 123.85 64.83 59.02 84.6% 3.26 4.7% 8% False False 7,637
80 147.91 64.83 83.08 119.1% 3.22 4.6% 6% False False 6,683
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 0.68
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 97.92
2.618 88.52
1.618 82.76
1.000 79.20
0.618 77.00
HIGH 73.44
0.618 71.24
0.500 70.56
0.382 69.88
LOW 67.68
0.618 64.12
1.000 61.92
1.618 58.36
2.618 52.60
4.250 43.20
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 70.56 69.57
PP 70.30 69.35
S1 70.04 69.14

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

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