NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 92.49 95.06 2.57 2.8% 110.69
High 92.49 96.99 4.50 4.9% 110.69
Low 92.49 92.43 -0.06 -0.1% 102.92
Close 92.49 97.61 5.12 5.5% 103.36
Range 0.00 4.56 4.56 7.77
ATR 2.38 2.54 0.16 6.5% 0.00
Volume 1,700 2,728 1,028 60.5% 6,299
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.36 108.04 100.12
R3 104.80 103.48 98.86
R2 100.24 100.24 98.45
R1 98.92 98.92 98.03 99.58
PP 95.68 95.68 95.68 96.01
S1 94.36 94.36 97.19 95.02
S2 91.12 91.12 96.77
S3 86.56 89.80 96.36
S4 82.00 85.24 95.10
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 128.97 123.93 107.63
R3 121.20 116.16 105.50
R2 113.43 113.43 104.78
R1 108.39 108.39 104.07 107.03
PP 105.66 105.66 105.66 104.97
S1 100.62 100.62 102.65 99.26
S2 97.89 97.89 101.94
S3 90.12 92.85 101.22
S4 82.35 85.08 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.36 92.43 10.93 11.2% 1.38 1.4% 47% False True 1,570
10 111.02 92.43 18.59 19.0% 0.80 0.8% 28% False True 1,571
20 123.71 92.43 31.28 32.0% 0.51 0.5% 17% False True 1,562
40 127.10 92.43 34.67 35.5% 0.40 0.4% 15% False True 1,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 116.37
2.618 108.93
1.618 104.37
1.000 101.55
0.618 99.81
HIGH 96.99
0.618 95.25
0.500 94.71
0.382 94.17
LOW 92.43
0.618 89.61
1.000 87.87
1.618 85.05
2.618 80.49
4.250 73.05
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 96.64 97.15
PP 95.68 96.68
S1 94.71 96.22

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

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