NYMEX Light Sweet Crude Oil Future August 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 70.00 69.34 -0.66 -0.9% 77.31
High 73.00 70.82 -2.18 -3.0% 79.03
Low 70.00 69.13 -0.87 -1.2% 67.14
Close 71.55 70.82 -0.73 -1.0% 68.04
Range 3.00 1.69 -1.31 -43.7% 11.89
ATR 3.33 3.26 -0.06 -1.9% 0.00
Volume 2,214 1,004 -1,210 -54.7% 8,599
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 75.33 74.76 71.75
R3 73.64 73.07 71.28
R2 71.95 71.95 71.13
R1 71.38 71.38 70.97 71.67
PP 70.26 70.26 70.26 70.40
S1 69.69 69.69 70.67 69.98
S2 68.57 68.57 70.51
S3 66.88 68.00 70.36
S4 65.19 66.31 69.89
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.07 99.45 74.58
R3 95.18 87.56 71.31
R2 83.29 83.29 70.22
R1 75.67 75.67 69.13 73.54
PP 71.40 71.40 71.40 70.34
S1 63.78 63.78 66.95 61.65
S2 59.51 59.51 65.86
S3 47.62 51.89 64.77
S4 35.73 40.00 61.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.00 66.53 6.47 9.1% 1.77 2.5% 66% False False 2,009
10 79.03 66.53 12.50 17.7% 1.45 2.1% 34% False False 1,692
20 94.32 66.53 27.79 39.2% 1.27 1.8% 15% False False 1,407
40 109.67 66.53 43.14 60.9% 0.98 1.4% 10% False False 907
60 123.71 66.53 57.18 80.7% 0.66 0.9% 8% False False 714
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 False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.00
2.618 75.24
1.618 73.55
1.000 72.51
0.618 71.86
HIGH 70.82
0.618 70.17
0.500 69.98
0.382 69.78
LOW 69.13
0.618 68.09
1.000 67.44
1.618 66.40
2.618 64.71
4.250 61.95
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 70.54 70.47
PP 70.26 70.12
S1 69.98 69.77

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

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