NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 88.85 85.66 -3.19 -3.6% 91.28
High 89.27 85.66 -3.61 -4.0% 91.35
Low 85.66 78.75 -6.91 -8.1% 78.75
Close 87.48 79.27 -8.21 -9.4% 79.27
Range 3.61 6.91 3.30 91.4% 12.60
ATR 4.78 5.06 0.28 5.9% 0.00
Volume 10,870 5,128 -5,742 -52.8% 38,762
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.96 97.52 83.07
R3 95.05 90.61 81.17
R2 88.14 88.14 80.54
R1 83.70 83.70 79.90 82.47
PP 81.23 81.23 81.23 80.61
S1 76.79 76.79 78.64 75.56
S2 74.32 74.32 78.00
S3 67.41 69.88 77.37
S4 60.50 62.97 75.47
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.92 112.70 86.20
R3 108.32 100.10 82.74
R2 95.72 95.72 81.58
R1 87.50 87.50 80.43 85.31
PP 83.12 83.12 83.12 82.03
S1 74.90 74.90 78.12 72.71
S2 70.52 70.52 76.96
S3 57.92 62.30 75.81
S4 45.32 49.70 72.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.35 78.75 12.60 15.9% 4.65 5.9% 4% False True 7,752
10 106.03 78.75 27.28 34.4% 5.52 7.0% 2% False True 7,205
20 111.00 78.75 32.25 40.7% 5.22 6.6% 2% False True 7,134
40 123.30 78.75 44.55 56.2% 4.18 5.3% 1% False True 5,379
60 133.67 78.75 54.92 69.3% 3.51 4.4% 1% False True 4,320
80 148.35 78.75 69.60 87.8% 3.03 3.8% 1% False True 3,531
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 0.71
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 115.03
2.618 103.75
1.618 96.84
1.000 92.57
0.618 89.93
HIGH 85.66
0.618 83.02
0.500 82.21
0.382 81.39
LOW 78.75
0.618 74.48
1.000 71.84
1.618 67.57
2.618 60.66
4.250 49.38
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 82.21 84.01
PP 81.23 82.43
S1 80.25 80.85

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

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