NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 110.20 108.02 -2.18 -2.0% 112.91
High 110.50 108.02 -2.48 -2.2% 112.91
Low 108.83 108.02 -0.81 -0.7% 107.70
Close 108.83 108.61 -0.22 -0.2% 108.83
Range 1.67 0.00 -1.67 -100.0% 5.21
ATR 2.25 2.15 -0.10 -4.6% 0.00
Volume 1,051 4,255 3,204 304.9% 8,826
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 108.22 108.41 108.61
R3 108.22 108.41 108.61
R2 108.22 108.22 108.61
R1 108.41 108.41 108.61 108.32
PP 108.22 108.22 108.22 108.17
S1 108.41 108.41 108.61 108.32
S2 108.22 108.22 108.61
S3 108.22 108.41 108.61
S4 108.22 108.41 108.61
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.44 122.35 111.70
R3 120.23 117.14 110.26
R2 115.02 115.02 109.79
R1 111.93 111.93 109.31 110.87
PP 109.81 109.81 109.81 109.29
S1 106.72 106.72 108.35 105.66
S2 104.60 104.60 107.87
S3 99.39 101.51 107.40
S4 94.18 96.30 105.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.91 107.70 5.21 4.8% 1.61 1.5% 17% False False 2,616
10 120.30 107.70 12.60 11.6% 1.42 1.3% 7% False False 1,844
20 123.58 107.70 15.88 14.6% 1.06 1.0% 6% False False 1,406
40 146.86 107.70 39.16 36.1% 0.64 0.6% 2% False False 1,272
60 146.86 107.70 39.16 36.1% 0.43 0.4% 2% False False 1,001
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.02
2.618 108.02
1.618 108.02
1.000 108.02
0.618 108.02
HIGH 108.02
0.618 108.02
0.500 108.02
0.382 108.02
LOW 108.02
0.618 108.02
1.000 108.02
1.618 108.02
2.618 108.02
4.250 108.02
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 108.41 110.15
PP 108.22 109.63
S1 108.02 109.12

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

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