NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 100.00 102.34 2.34 2.3% 101.90
High 100.00 103.36 3.36 3.4% 103.36
Low 97.22 99.30 2.08 2.1% 92.14
Close 98.31 103.02 4.71 4.8% 103.02
Range 2.78 4.06 1.28 46.0% 11.22
ATR 2.61 2.78 0.17 6.7% 0.00
Volume 3,106 2,308 -798 -25.7% 10,825
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 114.07 112.61 105.25
R3 110.01 108.55 104.14
R2 105.95 105.95 103.76
R1 104.49 104.49 103.39 105.22
PP 101.89 101.89 101.89 102.26
S1 100.43 100.43 102.65 101.16
S2 97.83 97.83 102.28
S3 93.77 96.37 101.90
S4 89.71 92.31 100.79
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.17 129.31 109.19
R3 121.95 118.09 106.11
R2 110.73 110.73 105.08
R1 106.87 106.87 104.05 108.80
PP 99.51 99.51 99.51 100.47
S1 95.65 95.65 101.99 97.58
S2 88.29 88.29 100.96
S3 77.07 84.43 99.93
S4 65.85 73.21 96.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.36 92.14 11.22 10.9% 3.01 2.9% 97% True False 2,165
10 108.02 92.14 15.88 15.4% 1.95 1.9% 69% False False 2,453
20 121.19 92.14 29.05 28.2% 1.72 1.7% 37% False False 1,972
40 126.96 92.14 34.82 33.8% 1.07 1.0% 31% False False 1,591
60 146.86 92.14 54.72 53.1% 0.75 0.7% 20% False False 1,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.62
2.618 113.99
1.618 109.93
1.000 107.42
0.618 105.87
HIGH 103.36
0.618 101.81
0.500 101.33
0.382 100.85
LOW 99.30
0.618 96.79
1.000 95.24
1.618 92.73
2.618 88.67
4.250 82.05
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 102.46 101.26
PP 101.89 99.51
S1 101.33 97.75

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

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