NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 91.49 89.91 -1.58 -1.7% 102.08
High 92.08 90.77 -1.31 -1.4% 102.08
Low 87.65 88.45 0.80 0.9% 92.92
Close 87.45 89.05 1.60 1.8% 93.54
Range 4.43 2.32 -2.11 -47.6% 9.16
ATR 3.13 3.14 0.01 0.4% 0.00
Volume 2,385 2,079 -306 -12.8% 8,065
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 96.38 95.04 90.33
R3 94.06 92.72 89.69
R2 91.74 91.74 89.48
R1 90.40 90.40 89.26 89.91
PP 89.42 89.42 89.42 89.18
S1 88.08 88.08 88.84 87.59
S2 87.10 87.10 88.62
S3 84.78 85.76 88.41
S4 82.46 83.44 87.77
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 123.66 117.76 98.58
R3 114.50 108.60 96.06
R2 105.34 105.34 95.22
R1 99.44 99.44 94.38 97.81
PP 96.18 96.18 96.18 95.37
S1 90.28 90.28 92.70 88.65
S2 87.02 87.02 91.86
S3 77.86 81.12 91.02
S4 68.70 71.96 88.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.01 87.65 11.36 12.8% 1.77 2.0% 12% False False 2,075
10 107.65 87.65 20.00 22.5% 1.47 1.6% 7% False False 1,895
20 109.58 87.65 21.93 24.6% 1.35 1.5% 6% False False 1,970
40 123.71 87.65 36.06 40.5% 0.79 0.9% 4% False False 1,607
60 139.45 87.65 51.80 58.2% 0.64 0.7% 3% False False 1,310
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.63
2.618 96.84
1.618 94.52
1.000 93.09
0.618 92.20
HIGH 90.77
0.618 89.88
0.500 89.61
0.382 89.34
LOW 88.45
0.618 87.02
1.000 86.13
1.618 84.70
2.618 82.38
4.250 78.59
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 89.61 91.08
PP 89.42 90.40
S1 89.24 89.73

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

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