NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 102.99 101.90 -1.09 -1.1% 108.02
High 102.99 101.90 -1.09 -1.1% 108.02
Low 102.35 98.29 -4.06 -4.0% 102.35
Close 103.08 97.51 -5.57 -5.4% 103.08
Range 0.64 3.61 2.97 464.1% 5.67
ATR 2.03 2.22 0.20 9.7% 0.00
Volume 3,424 1,172 -2,252 -65.8% 13,714
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.06 107.40 99.50
R3 106.45 103.79 98.50
R2 102.84 102.84 98.17
R1 100.18 100.18 97.84 99.71
PP 99.23 99.23 99.23 99.00
S1 96.57 96.57 97.18 96.10
S2 95.62 95.62 96.85
S3 92.01 92.96 96.52
S4 88.40 89.35 95.52
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.49 117.96 106.20
R3 115.82 112.29 104.64
R2 110.15 110.15 104.12
R1 106.62 106.62 103.60 105.55
PP 104.48 104.48 104.48 103.95
S1 100.95 100.95 102.56 99.88
S2 98.81 98.81 102.04
S3 93.14 95.28 101.52
S4 87.47 89.61 99.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.86 98.29 8.57 8.8% 1.61 1.7% -9% False True 2,126
10 112.91 98.29 14.62 15.0% 1.61 1.7% -5% False True 2,371
20 123.58 98.29 25.29 25.9% 1.22 1.3% -3% False True 1,707
40 133.73 98.29 35.44 36.3% 0.84 0.9% -2% False True 1,440
60 146.86 98.29 48.57 49.8% 0.56 0.6% -2% False True 1,152
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 0.13
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 117.24
2.618 111.35
1.618 107.74
1.000 105.51
0.618 104.13
HIGH 101.90
0.618 100.52
0.500 100.10
0.382 99.67
LOW 98.29
0.618 96.06
1.000 94.68
1.618 92.45
2.618 88.84
4.250 82.95
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 100.10 101.00
PP 99.23 99.83
S1 98.37 98.67

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

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