NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 83.80 82.29 -1.51 -1.8% 91.49
High 83.80 84.01 0.21 0.3% 92.08
Low 80.97 82.29 1.32 1.6% 80.97
Close 80.22 83.63 3.41 4.3% 80.22
Range 2.83 1.72 -1.11 -39.2% 11.11
ATR 3.31 3.35 0.03 1.0% 0.00
Volume 2,159 4,928 2,769 128.3% 13,741
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 88.47 87.77 84.58
R3 86.75 86.05 84.10
R2 85.03 85.03 83.95
R1 84.33 84.33 83.79 84.68
PP 83.31 83.31 83.31 83.49
S1 82.61 82.61 83.47 82.96
S2 81.59 81.59 83.31
S3 79.87 80.89 83.16
S4 78.15 79.17 82.68
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 90.77 80.97 9.80 11.7% 2.26 2.7% 27% False False 3,256
10 100.60 80.97 19.63 23.5% 1.78 2.1% 14% False False 2,569
20 109.58 80.97 28.61 34.2% 1.63 2.0% 9% False False 2,435
40 123.71 80.97 42.74 51.1% 0.97 1.2% 6% False False 1,905
60 133.68 80.97 52.71 63.0% 0.74 0.9% 5% False False 1,488
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.32
2.618 88.51
1.618 86.79
1.000 85.73
0.618 85.07
HIGH 84.01
0.618 83.35
0.500 83.15
0.382 82.95
LOW 82.29
0.618 81.23
1.000 80.57
1.618 79.51
2.618 77.79
4.250 74.98
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 83.47 85.00
PP 83.31 84.54
S1 83.15 84.09

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

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