NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 99.01 94.57 -4.44 -4.5% 106.28
High 99.01 95.08 -3.93 -4.0% 109.58
Low 99.01 94.57 -4.44 -4.5% 105.00
Close 99.01 94.27 -4.74 -4.8% 106.85
Range 0.00 0.51 0.51 4.58
ATR 2.91 3.02 0.11 3.8% 0.00
Volume 2,145 1,450 -695 -32.4% 12,115
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 96.17 95.73 94.55
R3 95.66 95.22 94.41
R2 95.15 95.15 94.36
R1 94.71 94.71 94.32 94.68
PP 94.64 94.64 94.64 94.62
S1 94.20 94.20 94.22 94.17
S2 94.13 94.13 94.18
S3 93.62 93.69 94.13
S4 93.11 93.18 93.99
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
5 106.85 94.57 12.28 13.0% 0.76 0.8% -2% False True 1,650
10 109.58 94.57 15.01 15.9% 1.05 1.1% -2% False True 1,998
20 110.69 92.43 18.26 19.4% 0.93 1.0% 10% False False 1,854
40 123.71 92.43 31.28 33.2% 0.63 0.7% 6% False False 1,495
60 146.69 92.43 54.26 57.6% 0.50 0.5% 3% False False 1,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.25
2.618 96.42
1.618 95.91
1.000 95.59
0.618 95.40
HIGH 95.08
0.618 94.89
0.500 94.83
0.382 94.76
LOW 94.57
0.618 94.25
1.000 94.06
1.618 93.74
2.618 93.23
4.250 92.40
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 94.83 97.59
PP 94.64 96.48
S1 94.46 95.38

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

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