NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 87.19 87.76 0.57 0.7% 106.03
High 90.57 89.10 -1.47 -1.6% 106.03
Low 86.17 85.25 -0.92 -1.1% 90.90
Close 88.56 88.73 0.17 0.2% 93.05
Range 4.40 3.85 -0.55 -12.5% 15.13
ATR 4.95 4.87 -0.08 -1.6% 0.00
Volume 7,867 8,538 671 8.5% 33,294
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 99.24 97.84 90.85
R3 95.39 93.99 89.79
R2 91.54 91.54 89.44
R1 90.14 90.14 89.08 90.84
PP 87.69 87.69 87.69 88.05
S1 86.29 86.29 88.38 86.99
S2 83.84 83.84 88.02
S3 79.99 82.44 87.67
S4 76.14 78.59 86.61
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.05 132.68 101.37
R3 126.92 117.55 97.21
R2 111.79 111.79 95.82
R1 102.42 102.42 94.44 99.54
PP 96.66 96.66 96.66 95.22
S1 87.29 87.29 91.66 84.41
S2 81.53 81.53 90.28
S3 66.40 72.16 88.89
S4 51.27 57.03 84.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.29 85.25 14.04 15.8% 4.59 5.2% 25% False True 7,571
10 107.60 85.25 22.35 25.2% 5.18 5.8% 16% False True 7,162
20 111.00 85.25 25.75 29.0% 4.96 5.6% 14% False True 6,813
40 123.30 85.25 38.05 42.9% 4.06 4.6% 9% False True 5,064
60 140.01 85.25 54.76 61.7% 3.42 3.9% 6% False True 4,108
80 148.35 85.25 63.10 71.1% 2.90 3.3% 6% False True 3,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.88
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 105.46
2.618 99.18
1.618 95.33
1.000 92.95
0.618 91.48
HIGH 89.10
0.618 87.63
0.500 87.18
0.382 86.72
LOW 85.25
0.618 82.87
1.000 81.40
1.618 79.02
2.618 75.17
4.250 68.89
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 88.21 88.59
PP 87.69 88.44
S1 87.18 88.30

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

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