NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 85.92 82.50 -3.42 -4.0% 91.42
High 85.92 84.00 -1.92 -2.2% 91.65
Low 79.63 81.48 1.85 2.3% 79.63
Close 79.77 83.21 3.44 4.3% 79.77
Range 6.29 2.52 -3.77 -59.9% 12.02
ATR 4.31 4.31 -0.01 -0.1% 0.00
Volume 4,067 6,715 2,648 65.1% 21,409
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.46 89.35 84.60
R3 87.94 86.83 83.90
R2 85.42 85.42 83.67
R1 84.31 84.31 83.44 84.87
PP 82.90 82.90 82.90 83.17
S1 81.79 81.79 82.98 82.35
S2 80.38 80.38 82.75
S3 77.86 79.27 82.52
S4 75.34 76.75 81.82
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.74 111.78 86.38
R3 107.72 99.76 83.08
R2 95.70 95.70 81.97
R1 87.74 87.74 80.87 85.71
PP 83.68 83.68 83.68 82.67
S1 75.72 75.72 78.67 73.69
S2 71.66 71.66 77.57
S3 59.64 63.70 76.46
S4 47.62 51.68 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.14 79.63 10.51 12.6% 3.90 4.7% 34% False False 4,970
10 102.60 79.63 22.97 27.6% 4.51 5.4% 16% False False 4,240
20 111.15 79.63 31.52 37.9% 3.69 4.4% 11% False False 3,786
40 123.58 79.63 43.95 52.8% 2.46 3.0% 8% False False 2,747
60 133.73 79.63 54.10 65.0% 1.79 2.1% 7% False False 2,222
80 146.86 79.63 67.23 80.8% 1.34 1.6% 5% False False 1,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 94.71
2.618 90.60
1.618 88.08
1.000 86.52
0.618 85.56
HIGH 84.00
0.618 83.04
0.500 82.74
0.382 82.44
LOW 81.48
0.618 79.92
1.000 78.96
1.618 77.40
2.618 74.88
4.250 70.77
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 83.05 84.57
PP 82.90 84.11
S1 82.74 83.66

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

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