NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 80.05 75.10 -4.95 -6.2% 91.49
High 80.05 77.15 -2.90 -3.6% 92.08
Low 77.35 72.70 -4.65 -6.0% 80.97
Close 77.15 72.58 -4.57 -5.9% 80.22
Range 2.70 4.45 1.75 64.8% 11.11
ATR 3.48 3.55 0.07 2.0% 0.00
Volume 2,632 2,337 -295 -11.2% 13,741
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.49 84.49 75.03
R3 83.04 80.04 73.80
R2 78.59 78.59 73.40
R1 75.59 75.59 72.99 74.87
PP 74.14 74.14 74.14 73.78
S1 71.14 71.14 72.17 70.42
S2 69.69 69.69 71.76
S3 65.24 66.69 71.36
S4 60.79 62.24 70.13
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 86.05 72.70 13.35 18.4% 3.33 4.6% -1% False True 3,199
10 94.50 72.70 21.80 30.0% 2.94 4.1% -1% False True 2,989
20 109.58 72.70 36.88 50.8% 2.00 2.8% 0% False True 2,493
40 123.71 72.70 51.01 70.3% 1.26 1.7% 0% False True 2,101
60 127.10 72.70 54.40 75.0% 0.94 1.3% 0% False True 1,596
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.06
2.618 88.80
1.618 84.35
1.000 81.60
0.618 79.90
HIGH 77.15
0.618 75.45
0.500 74.93
0.382 74.40
LOW 72.70
0.618 69.95
1.000 68.25
1.618 65.50
2.618 61.05
4.250 53.79
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 74.93 79.38
PP 74.14 77.11
S1 73.36 74.85

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

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