NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 94.55 100.00 5.45 5.8% 108.02
High 96.76 100.00 3.24 3.3% 108.02
Low 92.14 97.22 5.08 5.5% 102.35
Close 97.40 98.31 0.91 0.9% 103.08
Range 4.62 2.78 -1.84 -39.8% 5.67
ATR 2.60 2.61 0.01 0.5% 0.00
Volume 2,568 3,106 538 21.0% 13,714
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 106.85 105.36 99.84
R3 104.07 102.58 99.07
R2 101.29 101.29 98.82
R1 99.80 99.80 98.56 99.16
PP 98.51 98.51 98.51 98.19
S1 97.02 97.02 98.06 96.38
S2 95.73 95.73 97.80
S3 92.95 94.24 97.55
S4 90.17 91.46 96.78
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
5 102.99 92.14 10.85 11.0% 2.33 2.4% 57% False False 2,388
10 110.50 92.14 18.36 18.7% 1.71 1.7% 34% False False 2,328
20 123.58 92.14 31.44 32.0% 1.52 1.5% 20% False False 1,936
40 127.03 92.14 34.89 35.5% 0.97 1.0% 18% False False 1,575
60 146.86 92.14 54.72 55.7% 0.68 0.7% 11% False False 1,259
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.82
2.618 107.28
1.618 104.50
1.000 102.78
0.618 101.72
HIGH 100.00
0.618 98.94
0.500 98.61
0.382 98.28
LOW 97.22
0.618 95.50
1.000 94.44
1.618 92.72
2.618 89.94
4.250 85.41
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.61 97.56
PP 98.51 96.82
S1 98.41 96.07

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

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