NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 82.12 84.42 2.30 2.8% 91.28
High 83.61 86.05 2.44 2.9% 91.35
Low 81.10 80.21 -0.89 -1.1% 78.75
Close 82.80 80.21 -2.59 -3.1% 79.27
Range 2.51 5.84 3.33 132.7% 12.60
ATR 5.01 5.07 0.06 1.2% 0.00
Volume 12,305 7,006 -5,299 -43.1% 38,762
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 99.68 95.78 83.42
R3 93.84 89.94 81.82
R2 88.00 88.00 81.28
R1 84.10 84.10 80.75 83.13
PP 82.16 82.16 82.16 81.67
S1 78.26 78.26 79.67 77.29
S2 76.32 76.32 79.14
S3 70.48 72.42 78.60
S4 64.64 66.58 77.00
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 89.27 78.75 10.52 13.1% 4.54 5.7% 14% False False 8,769
10 102.30 78.75 23.55 29.4% 4.81 6.0% 6% False False 8,060
20 111.00 78.75 32.25 40.2% 5.14 6.4% 5% False False 7,637
40 123.30 78.75 44.55 55.5% 4.26 5.3% 3% False False 5,734
60 132.00 78.75 53.25 66.4% 3.62 4.5% 3% False False 4,560
80 148.35 78.75 69.60 86.8% 3.12 3.9% 2% False False 3,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.87
2.618 101.34
1.618 95.50
1.000 91.89
0.618 89.66
HIGH 86.05
0.618 83.82
0.500 83.13
0.382 82.44
LOW 80.21
0.618 76.60
1.000 74.37
1.618 70.76
2.618 64.92
4.250 55.39
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 83.13 82.40
PP 82.16 81.67
S1 81.18 80.94

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

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