NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 110.69 106.80 -3.89 -3.5% 110.18
High 110.69 106.80 -3.89 -3.5% 112.52
Low 110.69 106.80 -3.89 -3.5% 108.72
Close 108.87 105.62 -3.25 -3.0% 109.05
Range
ATR 2.09 2.09 0.00 -0.1% 0.00
Volume 1,126 1,441 315 28.0% 9,750
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 106.41 106.01 105.62
R3 106.41 106.01 105.62
R2 106.41 106.41 105.62
R1 106.01 106.01 105.62 106.21
PP 106.41 106.41 106.41 106.51
S1 106.01 106.01 105.62 106.21
S2 106.41 106.41 105.62
S3 106.41 106.01 105.62
S4 106.41 106.01 105.62
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.50 119.07 111.14
R3 117.70 115.27 110.10
R2 113.90 113.90 109.75
R1 111.47 111.47 109.40 110.79
PP 110.10 110.10 110.10 109.75
S1 107.67 107.67 108.70 106.99
S2 106.30 106.30 108.35
S3 102.50 103.87 108.01
S4 98.70 100.07 106.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.52 106.80 5.72 5.4% 0.05 0.0% -21% False True 1,916
10 119.79 106.80 12.99 12.3% 0.25 0.2% -9% False True 1,757
20 123.71 106.80 16.91 16.0% 0.23 0.2% -7% False True 1,244
40 139.45 106.80 32.65 30.9% 0.29 0.3% -4% False True 980
Crabel Price Patterns
NR False
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 0.01
Fibonacci Retracements and Extensions
4.250 106.80
2.618 106.80
1.618 106.80
1.000 106.80
0.618 106.80
HIGH 106.80
0.618 106.80
0.500 106.80
0.382 106.80
LOW 106.80
0.618 106.80
1.000 106.80
1.618 106.80
2.618 106.80
4.250 106.80
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 106.80 108.75
PP 106.41 107.70
S1 106.01 106.66

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

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