NYMEX Light Sweet Crude Oil Future March 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 101.70 94.90 -6.80 -6.7% 110.20
High 102.05 95.06 -6.99 -6.8% 110.95
Low 95.40 91.80 -3.60 -3.8% 101.54
Close 97.19 91.97 -5.22 -5.4% 102.75
Range 6.65 3.26 -3.39 -51.0% 9.41
ATR 3.67 3.79 0.12 3.4% 0.00
Volume 3,505 5,743 2,238 63.9% 28,181
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 102.72 100.61 93.76
R3 99.46 97.35 92.87
R2 96.20 96.20 92.57
R1 94.09 94.09 92.27 93.52
PP 92.94 92.94 92.94 92.66
S1 90.83 90.83 91.67 90.26
S2 89.68 89.68 91.37
S3 86.42 87.57 91.07
S4 83.16 84.31 90.18
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.31 127.44 107.93
R3 123.90 118.03 105.34
R2 114.49 114.49 104.48
R1 108.62 108.62 103.61 106.85
PP 105.08 105.08 105.08 104.20
S1 99.21 99.21 101.89 97.44
S2 95.67 95.67 101.02
S3 86.26 89.80 100.16
S4 76.85 80.39 97.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.51 91.80 14.71 16.0% 3.71 4.0% 1% False True 5,676
10 112.40 91.80 20.60 22.4% 3.42 3.7% 1% False True 5,189
20 123.30 91.80 31.50 34.3% 3.38 3.7% 1% False True 3,831
40 132.00 91.80 40.20 43.7% 2.86 3.1% 0% False True 3,021
60 148.35 91.80 56.55 61.5% 2.44 2.7% 0% False True 2,450
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.92
2.618 103.59
1.618 100.33
1.000 98.32
0.618 97.07
HIGH 95.06
0.618 93.81
0.500 93.43
0.382 93.05
LOW 91.80
0.618 89.79
1.000 88.54
1.618 86.53
2.618 83.27
4.250 77.95
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 93.43 97.79
PP 92.94 95.85
S1 92.46 93.91

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

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