NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 66.50 65.44 -1.06 -1.6% 78.55
High 68.73 67.66 -1.07 -1.6% 78.55
Low 66.47 65.44 -1.03 -1.5% 67.25
Close 66.77 66.10 -0.67 -1.0% 67.55
Range 2.26 2.22 -0.04 -1.8% 11.30
ATR 3.41 3.32 -0.08 -2.5% 0.00
Volume 6,673 1,425 -5,248 -78.6% 10,583
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 73.06 71.80 67.32
R3 70.84 69.58 66.71
R2 68.62 68.62 66.51
R1 67.36 67.36 66.30 67.99
PP 66.40 66.40 66.40 66.72
S1 65.14 65.14 65.90 65.77
S2 64.18 64.18 65.69
S3 61.96 62.92 65.49
S4 59.74 60.70 64.88
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 105.02 97.58 73.77
R3 93.72 86.28 70.66
R2 82.42 82.42 69.62
R1 74.98 74.98 68.59 73.05
PP 71.12 71.12 71.12 70.15
S1 63.68 63.68 66.51 61.75
S2 59.82 59.82 65.48
S3 48.52 52.38 64.44
S4 37.22 41.08 61.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.02 65.44 6.58 10.0% 1.74 2.6% 10% False True 3,037
10 78.55 65.44 13.11 19.8% 1.62 2.4% 5% False True 2,914
20 99.62 65.44 34.18 51.7% 1.69 2.6% 2% False True 2,563
40 113.00 65.44 47.56 72.0% 1.35 2.0% 1% False True 1,704
60 123.73 65.44 58.29 88.2% 1.02 1.5% 1% False True 1,292
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.10
2.618 73.47
1.618 71.25
1.000 69.88
0.618 69.03
HIGH 67.66
0.618 66.81
0.500 66.55
0.382 66.29
LOW 65.44
0.618 64.07
1.000 63.22
1.618 61.85
2.618 59.63
4.250 56.01
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 66.55 67.09
PP 66.40 66.76
S1 66.25 66.43

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

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