NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 99.14 93.70 -5.44 -5.5% 101.76
High 99.14 95.28 -3.86 -3.9% 102.60
Low 94.31 91.70 -2.61 -2.8% 91.70
Close 93.93 93.28 -0.65 -0.7% 93.28
Range 4.83 3.58 -1.25 -25.9% 10.90
ATR 4.00 3.97 -0.03 -0.8% 0.00
Volume 3,143 3,729 586 18.6% 16,699
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 104.16 102.30 95.25
R3 100.58 98.72 94.26
R2 97.00 97.00 93.94
R1 95.14 95.14 93.61 94.28
PP 93.42 93.42 93.42 92.99
S1 91.56 91.56 92.95 90.70
S2 89.84 89.84 92.62
S3 86.26 87.98 92.30
S4 82.68 84.40 91.31
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 128.56 121.82 99.28
R3 117.66 110.92 96.28
R2 106.76 106.76 95.28
R1 100.02 100.02 94.28 97.94
PP 95.86 95.86 95.86 94.82
S1 89.12 89.12 92.28 87.04
S2 84.96 84.96 91.28
S3 74.06 78.22 90.28
S4 63.16 67.32 87.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.60 91.70 10.90 11.7% 5.16 5.5% 14% False True 3,339
10 111.15 91.70 19.45 20.9% 3.84 4.1% 8% False True 3,796
20 111.15 91.70 19.45 20.9% 2.89 3.1% 8% False True 3,124
40 123.58 91.70 31.88 34.2% 1.98 2.1% 5% False True 2,199
60 146.86 91.70 55.16 59.1% 1.39 1.5% 3% False True 1,823
80 146.86 91.70 55.16 59.1% 1.04 1.1% 3% False True 1,481
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.50
2.618 104.65
1.618 101.07
1.000 98.86
0.618 97.49
HIGH 95.28
0.618 93.91
0.500 93.49
0.382 93.07
LOW 91.70
0.618 89.49
1.000 88.12
1.618 85.91
2.618 82.33
4.250 76.49
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 93.49 97.15
PP 93.42 95.86
S1 93.35 94.57

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

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