NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 102.08 100.60 -1.48 -1.4% 106.28
High 102.08 100.60 -1.48 -1.4% 109.58
Low 98.80 100.60 1.80 1.8% 105.00
Close 97.63 101.70 4.07 4.2% 106.85
Range 3.28 0.00 -3.28 -100.0% 4.58
ATR 2.92 2.93 0.00 0.1% 0.00
Volume 1,041 1,111 70 6.7% 12,115
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 100.97 101.33 101.70
R3 100.97 101.33 101.70
R2 100.97 100.97 101.70
R1 101.33 101.33 101.70 101.15
PP 100.97 100.97 100.97 100.88
S1 101.33 101.33 101.70 101.15
S2 100.97 100.97 101.70
S3 100.97 101.33 101.70
S4 100.97 101.33 101.70
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
5 107.65 98.80 8.85 8.7% 1.17 1.1% 33% False False 1,716
10 109.58 92.43 17.15 16.9% 1.49 1.5% 54% False False 2,242
20 112.52 92.43 20.09 19.8% 0.92 0.9% 46% False False 1,930
40 123.71 92.43 31.28 30.8% 0.62 0.6% 30% False False 1,452
60 146.69 92.43 54.26 53.4% 0.49 0.5% 17% False False 1,167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.60
2.618 100.60
1.618 100.60
1.000 100.60
0.618 100.60
HIGH 100.60
0.618 100.60
0.500 100.60
0.382 100.60
LOW 100.60
0.618 100.60
1.000 100.60
1.618 100.60
2.618 100.60
4.250 100.60
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 101.33 102.83
PP 100.97 102.45
S1 100.60 102.08

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

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