NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 106.85 102.08 -4.77 -4.5% 106.28
High 106.85 102.08 -4.77 -4.5% 109.58
Low 106.85 98.80 -8.05 -7.5% 105.00
Close 106.85 97.63 -9.22 -8.6% 106.85
Range 0.00 3.28 3.28 4.58
ATR 2.53 2.92 0.39 15.6% 0.00
Volume 2,503 1,041 -1,462 -58.4% 12,115
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.34 106.77 99.43
R3 106.06 103.49 98.53
R2 102.78 102.78 98.23
R1 100.21 100.21 97.93 99.86
PP 99.50 99.50 99.50 99.33
S1 96.93 96.93 97.33 96.58
S2 96.22 96.22 97.03
S3 92.94 93.65 96.73
S4 89.66 90.37 95.83
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 120.88 118.45 109.37
R3 116.30 113.87 108.11
R2 111.72 111.72 107.69
R1 109.29 109.29 107.27 110.51
PP 107.14 107.14 107.14 107.75
S1 104.71 104.71 106.43 105.93
S2 102.56 102.56 106.01
S3 97.98 100.13 105.59
S4 93.40 95.55 104.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.58 98.80 10.78 11.0% 2.00 2.1% -11% False True 2,191
10 109.58 92.43 17.15 17.6% 1.49 1.5% 30% False False 2,301
20 112.52 92.43 20.09 20.6% 1.03 1.1% 26% False False 2,012
40 123.71 92.43 31.28 32.0% 0.62 0.6% 17% False False 1,435
60 146.69 92.43 54.26 55.6% 0.50 0.5% 10% False False 1,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.02
2.618 110.67
1.618 107.39
1.000 105.36
0.618 104.11
HIGH 102.08
0.618 100.83
0.500 100.44
0.382 100.05
LOW 98.80
0.618 96.77
1.000 95.52
1.618 93.49
2.618 90.21
4.250 84.86
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 100.44 103.23
PP 99.50 101.36
S1 98.57 99.50

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

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