NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 89.02 83.80 -5.22 -5.9% 91.49
High 89.02 83.80 -5.22 -5.9% 92.08
Low 87.51 80.97 -6.54 -7.5% 80.97
Close 88.10 80.22 -7.88 -8.9% 80.22
Range 1.51 2.83 1.32 87.4% 11.11
ATR 3.02 3.31 0.29 9.7% 0.00
Volume 4,109 2,159 -1,950 -47.5% 13,741
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.15 88.02 81.78
R3 87.32 85.19 81.00
R2 84.49 84.49 80.74
R1 82.36 82.36 80.48 82.01
PP 81.66 81.66 81.66 81.49
S1 79.53 79.53 79.96 79.18
S2 78.83 78.83 79.70
S3 76.00 76.70 79.44
S4 73.17 73.87 78.66
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 117.75 110.10 86.33
R3 106.64 98.99 83.28
R2 95.53 95.53 82.26
R1 87.88 87.88 81.24 86.15
PP 84.42 84.42 84.42 83.56
S1 76.77 76.77 79.20 75.04
S2 73.31 73.31 78.18
S3 62.20 65.66 77.16
S4 51.09 54.55 74.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.08 80.97 11.11 13.8% 2.80 3.5% -7% False True 2,748
10 102.08 80.97 21.11 26.3% 1.94 2.4% -4% False True 2,180
20 109.58 80.97 28.61 35.7% 1.67 2.1% -3% False True 2,248
40 123.71 80.97 42.74 53.3% 0.94 1.2% -2% False True 1,793
60 133.68 80.97 52.71 65.7% 0.71 0.9% -1% False True 1,428
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.83
2.618 91.21
1.618 88.38
1.000 86.63
0.618 85.55
HIGH 83.80
0.618 82.72
0.500 82.39
0.382 82.05
LOW 80.97
0.618 79.22
1.000 78.14
1.618 76.39
2.618 73.56
4.250 68.94
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 82.39 85.15
PP 81.66 83.50
S1 80.94 81.86

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

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