NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 82.29 86.05 3.76 4.6% 91.49
High 84.01 86.05 2.04 2.4% 92.08
Low 82.29 81.10 -1.19 -1.4% 80.97
Close 83.63 81.08 -2.55 -3.0% 80.22
Range 1.72 4.95 3.23 187.8% 11.11
ATR 3.35 3.46 0.11 3.4% 0.00
Volume 4,928 3,941 -987 -20.0% 13,741
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.59 94.29 83.80
R3 92.64 89.34 82.44
R2 87.69 87.69 81.99
R1 84.39 84.39 81.53 83.57
PP 82.74 82.74 82.74 82.33
S1 79.44 79.44 80.63 78.62
S2 77.79 77.79 80.17
S3 72.84 74.49 79.72
S4 67.89 69.54 78.36
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 89.32 80.97 8.35 10.3% 2.78 3.4% 1% False False 3,629
10 99.01 80.97 18.04 22.2% 2.28 2.8% 1% False False 2,852
20 109.58 80.97 28.61 35.3% 1.88 2.3% 0% False False 2,547
40 123.71 80.97 42.74 52.7% 1.08 1.3% 0% False False 1,995
60 131.00 80.97 50.03 61.7% 0.82 1.0% 0% False False 1,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 107.09
2.618 99.01
1.618 94.06
1.000 91.00
0.618 89.11
HIGH 86.05
0.618 84.16
0.500 83.58
0.382 82.99
LOW 81.10
0.618 78.04
1.000 76.15
1.618 73.09
2.618 68.14
4.250 60.06
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 83.58 83.51
PP 82.74 82.70
S1 81.91 81.89

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

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