NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 107.56 107.65 0.09 0.1% 98.50
High 107.56 107.65 0.09 0.1% 103.19
Low 105.00 107.65 2.65 2.5% 92.43
Close 105.25 107.65 2.40 2.3% 103.19
Range 2.56 0.00 -2.56 -100.0% 10.76
ATR 2.68 2.66 -0.02 -0.8% 0.00
Volume 2,255 1,670 -585 -25.9% 11,039
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 107.65 107.65 107.65
R3 107.65 107.65 107.65
R2 107.65 107.65 107.65
R1 107.65 107.65 107.65 107.65
PP 107.65 107.65 107.65 107.65
S1 107.65 107.65 107.65 107.65
S2 107.65 107.65 107.65
S3 107.65 107.65 107.65
S4 107.65 107.65 107.65
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
5 109.58 103.19 6.39 5.9% 1.35 1.3% 70% False False 2,346
10 109.58 92.43 17.15 15.9% 1.39 1.3% 89% False False 2,178
20 119.50 92.43 27.07 25.1% 0.87 0.8% 56% False False 1,952
40 126.47 92.43 34.04 31.6% 0.54 0.5% 45% False False 1,374
60 146.69 92.43 54.26 50.4% 0.45 0.4% 28% False False 1,099
Crabel Price Patterns
NR True
NR4 True
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.65
2.618 107.65
1.618 107.65
1.000 107.65
0.618 107.65
HIGH 107.65
0.618 107.65
0.500 107.65
0.382 107.65
LOW 107.65
0.618 107.65
1.000 107.65
1.618 107.65
2.618 107.65
4.250 107.65
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 107.65 107.53
PP 107.65 107.41
S1 107.65 107.29

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

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