NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 101.90 92.24 -9.66 -9.5% 108.02
High 101.90 92.24 -9.66 -9.5% 108.02
Low 98.29 92.24 -6.05 -6.2% 102.35
Close 97.51 92.24 -5.27 -5.4% 103.08
Range 3.61 0.00 -3.61 -100.0% 5.67
ATR 2.22 2.44 0.22 9.8% 0.00
Volume 1,172 1,671 499 42.6% 13,714
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 92.24 92.24 92.24
R3 92.24 92.24 92.24
R2 92.24 92.24 92.24
R1 92.24 92.24 92.24 92.24
PP 92.24 92.24 92.24 92.24
S1 92.24 92.24 92.24 92.24
S2 92.24 92.24 92.24
S3 92.24 92.24 92.24
S4 92.24 92.24 92.24
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
5 106.40 92.24 14.16 15.4% 1.51 1.6% 0% False True 2,043
10 112.27 92.24 20.03 21.7% 1.09 1.2% 0% False True 2,320
20 123.58 92.24 31.34 34.0% 1.22 1.3% 0% False True 1,770
40 132.20 92.24 39.96 43.3% 0.84 0.9% 0% False True 1,454
60 146.86 92.24 54.62 59.2% 0.56 0.6% 0% False True 1,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.24
2.618 92.24
1.618 92.24
1.000 92.24
0.618 92.24
HIGH 92.24
0.618 92.24
0.500 92.24
0.382 92.24
LOW 92.24
0.618 92.24
1.000 92.24
1.618 92.24
2.618 92.24
4.250 92.24
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 92.24 97.62
PP 92.24 95.82
S1 92.24 94.03

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

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