NYMEX Light Sweet Crude Oil Future August 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 69.34 71.87 2.53 3.6% 67.00
High 70.82 72.88 2.06 2.9% 73.00
Low 69.13 71.87 2.74 4.0% 66.53
Close 70.82 72.77 1.95 2.8% 72.77
Range 1.69 1.01 -0.68 -40.2% 6.47
ATR 3.26 3.17 -0.09 -2.6% 0.00
Volume 1,004 7,266 6,262 623.7% 14,367
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 75.54 75.16 73.33
R3 74.53 74.15 73.05
R2 73.52 73.52 72.96
R1 73.14 73.14 72.86 73.33
PP 72.51 72.51 72.51 72.60
S1 72.13 72.13 72.68 72.32
S2 71.50 71.50 72.58
S3 70.49 71.12 72.49
S4 69.48 70.11 72.21
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.18 87.94 76.33
R3 83.71 81.47 74.55
R2 77.24 77.24 73.96
R1 75.00 75.00 73.36 76.12
PP 70.77 70.77 70.77 71.33
S1 68.53 68.53 72.18 69.65
S2 64.30 64.30 71.58
S3 57.83 62.06 70.99
S4 51.36 55.59 69.21
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 8.9% 1.61 2.2% 96% False False 2,873
10 79.03 66.53 12.50 17.2% 1.55 2.1% 50% False False 2,296
20 90.08 66.53 23.55 32.4% 1.33 1.8% 26% False False 1,525
40 109.67 66.53 43.14 59.3% 1.01 1.4% 14% False False 1,065
60 123.71 66.53 57.18 78.6% 0.68 0.9% 11% False False 825
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.17
2.618 75.52
1.618 74.51
1.000 73.89
0.618 73.50
HIGH 72.88
0.618 72.49
0.500 72.38
0.382 72.26
LOW 71.87
0.618 71.25
1.000 70.86
1.618 70.24
2.618 69.23
4.250 67.58
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 72.64 72.20
PP 72.51 71.63
S1 72.38 71.07

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

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