NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 94.10 90.47 -3.63 -3.9% 102.35
High 95.75 91.57 -4.18 -4.4% 102.84
Low 92.14 87.70 -4.44 -4.8% 92.14
Close 93.82 87.78 -6.04 -6.4% 93.82
Range 3.61 3.87 0.26 7.2% 10.70
ATR 4.42 4.54 0.12 2.8% 0.00
Volume 10,482 7,153 -3,329 -31.8% 41,311
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.63 98.07 89.91
R3 96.76 94.20 88.84
R2 92.89 92.89 88.49
R1 90.33 90.33 88.13 89.68
PP 89.02 89.02 89.02 88.69
S1 86.46 86.46 87.43 85.81
S2 85.15 85.15 87.07
S3 81.28 82.59 86.72
S4 77.41 78.72 85.65
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 128.37 121.79 99.71
R3 117.67 111.09 96.76
R2 106.97 106.97 95.78
R1 100.39 100.39 94.80 98.33
PP 96.27 96.27 96.27 95.24
S1 89.69 89.69 92.84 87.63
S2 85.57 85.57 91.86
S3 74.87 78.99 90.88
S4 64.17 68.29 87.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.10 87.70 14.40 16.4% 3.64 4.1% 1% False True 8,440
10 109.72 87.70 22.02 25.1% 4.03 4.6% 0% False True 8,218
20 109.98 87.70 22.28 25.4% 3.82 4.3% 0% False True 7,777
40 123.85 87.70 36.15 41.2% 3.08 3.5% 0% False True 5,557
60 146.84 87.70 59.14 67.4% 3.00 3.4% 0% False True 4,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.02
2.618 101.70
1.618 97.83
1.000 95.44
0.618 93.96
HIGH 91.57
0.618 90.09
0.500 89.64
0.382 89.18
LOW 87.70
0.618 85.31
1.000 83.83
1.618 81.44
2.618 77.57
4.250 71.25
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 89.64 92.98
PP 89.02 91.24
S1 88.40 89.51

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

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