NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 89.01 89.02 0.01 0.0% 102.08
High 89.32 89.02 -0.30 -0.3% 102.08
Low 86.41 87.51 1.10 1.3% 92.92
Close 89.17 88.10 -1.07 -1.2% 93.54
Range 2.91 1.51 -1.40 -48.1% 9.16
ATR 3.13 3.02 -0.10 -3.3% 0.00
Volume 3,009 4,109 1,100 36.6% 8,065
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 92.74 91.93 88.93
R3 91.23 90.42 88.52
R2 89.72 89.72 88.38
R1 88.91 88.91 88.24 88.56
PP 88.21 88.21 88.21 88.04
S1 87.40 87.40 87.96 87.05
S2 86.70 86.70 87.82
S3 85.19 85.89 87.68
S4 83.68 84.38 87.27
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 94.50 86.41 8.09 9.2% 2.55 2.9% 21% False False 2,780
10 106.85 86.41 20.44 23.2% 1.65 1.9% 8% False False 2,215
20 109.58 86.41 23.17 26.3% 1.52 1.7% 7% False False 2,196
40 123.71 86.41 37.30 42.3% 0.86 1.0% 5% False False 1,751
60 137.24 86.41 50.83 57.7% 0.72 0.8% 3% False False 1,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.44
2.618 92.97
1.618 91.46
1.000 90.53
0.618 89.95
HIGH 89.02
0.618 88.44
0.500 88.27
0.382 88.09
LOW 87.51
0.618 86.58
1.000 86.00
1.618 85.07
2.618 83.56
4.250 81.09
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 88.27 88.59
PP 88.21 88.43
S1 88.16 88.26

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

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