NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 71.00 68.00 -3.00 -4.2% 67.10
High 73.44 72.14 -1.30 -1.8% 73.44
Low 67.68 67.16 -0.52 -0.8% 64.83
Close 69.78 71.73 1.95 2.8% 71.73
Range 5.76 4.98 -0.78 -13.5% 8.61
ATR 4.56 4.59 0.03 0.7% 0.00
Volume 12,046 19,215 7,169 59.5% 79,623
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.28 83.49 74.47
R3 80.30 78.51 73.10
R2 75.32 75.32 72.64
R1 73.53 73.53 72.19 74.43
PP 70.34 70.34 70.34 70.79
S1 68.55 68.55 71.27 69.45
S2 65.36 65.36 70.82
S3 60.38 63.57 70.36
S4 55.40 58.59 68.99
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.83 92.39 76.47
R3 87.22 83.78 74.10
R2 78.61 78.61 73.31
R1 75.17 75.17 72.52 76.89
PP 70.00 70.00 70.00 70.86
S1 66.56 66.56 70.94 68.28
S2 61.39 61.39 70.15
S3 52.78 57.95 69.36
S4 44.17 49.34 66.99
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 12.0% 4.30 6.0% 80% False False 15,924
10 78.60 64.83 13.77 19.2% 4.04 5.6% 50% False False 14,188
20 91.57 64.83 26.74 37.3% 4.00 5.6% 26% False False 12,856
40 112.04 64.83 47.21 65.8% 3.91 5.5% 15% False False 10,217
60 123.85 64.83 59.02 82.3% 3.34 4.6% 12% False False 7,906
80 147.91 64.83 83.08 115.8% 3.23 4.5% 8% False False 6,888
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 True
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.31
2.618 85.18
1.618 80.20
1.000 77.12
0.618 75.22
HIGH 72.14
0.618 70.24
0.500 69.65
0.382 69.06
LOW 67.16
0.618 64.08
1.000 62.18
1.618 59.10
2.618 54.12
4.250 46.00
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 71.04 71.23
PP 70.34 70.72
S1 69.65 70.22

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

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