NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 101.30 101.25 -0.05 0.0% 108.00
High 103.48 101.25 -2.23 -2.2% 111.02
Low 100.84 94.60 -6.24 -6.2% 100.84
Close 102.01 96.43 -5.58 -5.5% 102.01
Range 2.64 6.65 4.01 151.9% 10.18
ATR 4.06 4.30 0.24 5.9% 0.00
Volume 18,620 17,931 -689 -3.7% 79,295
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.38 113.55 100.09
R3 110.73 106.90 98.26
R2 104.08 104.08 97.65
R1 100.25 100.25 97.04 98.84
PP 97.43 97.43 97.43 96.72
S1 93.60 93.60 95.82 92.19
S2 90.78 90.78 95.21
S3 84.13 86.95 94.60
S4 77.48 80.30 92.77
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 135.16 128.77 107.61
R3 124.98 118.59 104.81
R2 114.80 114.80 103.88
R1 108.41 108.41 102.94 106.52
PP 104.62 104.62 104.62 103.68
S1 98.23 98.23 101.08 96.34
S2 94.44 94.44 100.14
S3 84.26 88.05 99.21
S4 74.08 77.87 96.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.65 94.60 12.05 12.5% 3.86 4.0% 15% False True 17,013
10 118.20 94.60 23.60 24.5% 4.32 4.5% 8% False True 15,234
20 123.22 94.60 28.62 29.7% 4.37 4.5% 6% False True 11,313
40 134.05 94.60 39.45 40.9% 4.09 4.2% 5% False True 9,533
60 148.35 94.60 53.75 55.7% 3.82 4.0% 3% False True 7,659
80 148.35 94.60 53.75 55.7% 3.57 3.7% 3% False True 6,409
100 148.35 94.60 53.75 55.7% 3.20 3.3% 3% False True 5,401
120 148.35 94.60 53.75 55.7% 2.90 3.0% 3% False True 4,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129.51
2.618 118.66
1.618 112.01
1.000 107.90
0.618 105.36
HIGH 101.25
0.618 98.71
0.500 97.93
0.382 97.14
LOW 94.60
0.618 90.49
1.000 87.95
1.618 83.84
2.618 77.19
4.250 66.34
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 97.93 99.37
PP 97.43 98.39
S1 96.93 97.41

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

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