NYMEX Light Sweet Crude Oil Future July 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 70.30 69.18 -1.12 -1.6% 66.50
High 70.30 72.37 2.07 2.9% 72.37
Low 70.30 68.52 -1.78 -2.5% 65.44
Close 70.30 72.25 1.95 2.8% 72.25
Range 0.00 3.85 3.85 6.93
ATR 3.30 3.34 0.04 1.2% 0.00
Volume 2,690 2,867 177 6.6% 16,520
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 82.60 81.27 74.37
R3 78.75 77.42 73.31
R2 74.90 74.90 72.96
R1 73.57 73.57 72.60 74.24
PP 71.05 71.05 71.05 71.38
S1 69.72 69.72 71.90 70.39
S2 67.20 67.20 71.54
S3 63.35 65.87 71.19
S4 59.50 62.02 70.13
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.81 88.46 76.06
R3 83.88 81.53 74.16
R2 76.95 76.95 73.52
R1 74.60 74.60 72.89 75.78
PP 70.02 70.02 70.02 70.61
S1 67.67 67.67 71.61 68.85
S2 63.09 63.09 70.98
S3 56.16 60.74 70.34
S4 49.23 53.81 68.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.37 65.44 6.93 9.6% 2.09 2.9% 98% True False 3,304
10 78.55 65.44 13.11 18.1% 1.69 2.3% 52% False False 2,710
20 91.84 65.44 26.40 36.5% 1.99 2.7% 26% False False 2,554
40 110.25 65.44 44.81 62.0% 1.49 2.1% 15% False False 1,876
60 123.73 65.44 58.29 80.7% 1.12 1.5% 12% False False 1,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 88.73
2.618 82.45
1.618 78.60
1.000 76.22
0.618 74.75
HIGH 72.37
0.618 70.90
0.500 70.45
0.382 69.99
LOW 68.52
0.618 66.14
1.000 64.67
1.618 62.29
2.618 58.44
4.250 52.16
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 71.65 71.65
PP 71.05 71.05
S1 70.45 70.45

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

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