NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 100.31 94.70 -5.61 -5.6% 110.02
High 101.73 94.70 -7.03 -6.9% 110.60
Low 96.05 91.70 -4.35 -4.5% 101.31
Close 96.83 91.69 -5.14 -5.3% 102.39
Range 5.68 3.00 -2.68 -47.2% 9.29
ATR 3.72 3.82 0.10 2.7% 0.00
Volume 4,971 7,621 2,650 53.3% 37,194
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 101.70 99.69 93.34
R3 98.70 96.69 92.52
R2 95.70 95.70 92.24
R1 93.69 93.69 91.97 93.20
PP 92.70 92.70 92.70 92.45
S1 90.69 90.69 91.42 90.20
S2 89.70 89.70 91.14
S3 86.70 87.69 90.87
S4 83.70 84.69 90.04
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.64 126.80 107.50
R3 123.35 117.51 104.94
R2 114.06 114.06 104.09
R1 108.22 108.22 103.24 106.50
PP 104.77 104.77 104.77 103.90
S1 98.93 98.93 101.54 97.21
S2 95.48 95.48 100.69
S3 86.19 89.64 99.84
S4 76.90 80.35 97.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.86 91.70 14.16 15.4% 3.34 3.6% 0% False True 7,522
10 112.15 91.70 20.45 22.3% 3.01 3.3% 0% False True 7,243
20 123.65 91.70 31.95 34.8% 3.82 4.2% 0% False True 5,069
40 133.55 91.70 41.85 45.6% 3.51 3.8% 0% False True 3,955
60 148.17 91.70 56.47 61.6% 2.94 3.2% 0% False True 3,159
80 148.17 91.70 56.47 61.6% 2.39 2.6% 0% False True 2,592
100 148.17 91.70 56.47 61.6% 2.15 2.3% 0% False True 2,207
120 148.17 91.70 56.47 61.6% 1.80 2.0% 0% False True 1,892
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.45
2.618 102.55
1.618 99.55
1.000 97.70
0.618 96.55
HIGH 94.70
0.618 93.55
0.500 93.20
0.382 92.85
LOW 91.70
0.618 89.85
1.000 88.70
1.618 86.85
2.618 83.85
4.250 78.95
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 93.20 97.61
PP 92.70 95.63
S1 92.19 93.66

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

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