NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 97.22 97.80 0.58 0.6% 101.70
High 100.75 102.86 2.11 2.1% 102.86
Low 96.10 97.54 1.44 1.5% 91.80
Close 98.08 102.85 4.77 4.9% 102.85
Range 4.65 5.32 0.67 14.4% 11.06
ATR 3.96 4.05 0.10 2.5% 0.00
Volume 8,396 7,933 -463 -5.5% 31,393
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.04 115.27 105.78
R3 111.72 109.95 104.31
R2 106.40 106.40 103.83
R1 104.63 104.63 103.34 105.52
PP 101.08 101.08 101.08 101.53
S1 99.31 99.31 102.36 100.20
S2 95.76 95.76 101.87
S3 90.44 93.99 101.39
S4 85.12 88.67 99.92
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.35 128.66 108.93
R3 121.29 117.60 105.89
R2 110.23 110.23 104.88
R1 106.54 106.54 103.86 108.39
PP 99.17 99.17 99.17 100.09
S1 95.48 95.48 101.84 97.33
S2 88.11 88.11 100.82
S3 77.05 84.42 99.81
S4 65.99 73.36 96.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.86 91.80 11.06 10.8% 5.05 4.9% 100% True False 6,278
10 110.95 91.80 19.15 18.6% 4.20 4.1% 58% False False 5,957
20 121.90 91.80 30.10 29.3% 3.74 3.6% 37% False False 4,662
40 128.22 91.80 36.42 35.4% 3.05 3.0% 30% False False 3,425
60 148.35 91.80 56.55 55.0% 2.66 2.6% 20% False False 2,799
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.47
2.618 116.79
1.618 111.47
1.000 108.18
0.618 106.15
HIGH 102.86
0.618 100.83
0.500 100.20
0.382 99.57
LOW 97.54
0.618 94.25
1.000 92.22
1.618 88.93
2.618 83.61
4.250 74.93
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 101.97 101.03
PP 101.08 99.22
S1 100.20 97.40

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

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