NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 106.28 109.58 3.30 3.1% 98.50
High 106.30 109.58 3.28 3.1% 103.19
Low 106.28 105.41 -0.87 -0.8% 92.43
Close 109.27 105.40 -3.87 -3.5% 103.19
Range 0.02 4.17 4.15 20,750.0% 10.76
ATR 2.58 2.69 0.11 4.4% 0.00
Volume 2,200 3,487 1,287 58.5% 11,039
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.31 116.52 107.69
R3 115.14 112.35 106.55
R2 110.97 110.97 106.16
R1 108.18 108.18 105.78 107.49
PP 106.80 106.80 106.80 106.45
S1 104.01 104.01 105.02 103.32
S2 102.63 102.63 104.64
S3 98.46 99.84 104.25
S4 94.29 95.67 103.11
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.88 128.30 109.11
R3 121.12 117.54 106.15
R2 110.36 110.36 105.16
R1 106.78 106.78 104.18 108.57
PP 99.60 99.60 99.60 100.50
S1 96.02 96.02 102.20 97.81
S2 88.84 88.84 101.22
S3 78.08 85.26 100.23
S4 67.32 74.50 97.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.58 92.43 17.15 16.3% 1.81 1.7% 76% True False 2,768
10 109.58 92.43 17.15 16.3% 1.23 1.2% 76% True False 2,045
20 119.79 92.43 27.36 26.0% 0.74 0.7% 47% False False 1,901
40 126.47 92.43 34.04 32.3% 0.49 0.5% 38% False False 1,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127.30
2.618 120.50
1.618 116.33
1.000 113.75
0.618 112.16
HIGH 109.58
0.618 107.99
0.500 107.50
0.382 107.00
LOW 105.41
0.618 102.83
1.000 101.24
1.618 98.66
2.618 94.49
4.250 87.69
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 107.50 106.39
PP 106.80 106.06
S1 106.10 105.73

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

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