NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 102.75 102.50 -0.25 -0.2% 110.20
High 103.30 102.50 -0.80 -0.8% 112.04
Low 102.75 95.99 -6.76 -6.6% 102.75
Close 103.63 98.09 -5.54 -5.3% 103.63
Range 0.55 6.51 5.96 1,083.6% 9.29
ATR 2.95 3.28 0.34 11.4% 0.00
Volume 9,085 4,576 -4,509 -49.6% 28,694
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.39 114.75 101.67
R3 111.88 108.24 99.88
R2 105.37 105.37 99.28
R1 101.73 101.73 98.69 100.30
PP 98.86 98.86 98.86 98.14
S1 95.22 95.22 97.49 93.79
S2 92.35 92.35 96.90
S3 85.84 88.71 96.30
S4 79.33 82.20 94.51
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 134.01 128.11 108.74
R3 124.72 118.82 106.18
R2 115.43 115.43 105.33
R1 109.53 109.53 104.48 107.84
PP 106.14 106.14 106.14 105.29
S1 100.24 100.24 102.78 98.55
S2 96.85 96.85 101.93
S3 87.56 90.95 101.08
S4 78.27 81.66 98.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.50 95.99 12.51 12.8% 3.00 3.1% 17% False True 6,018
10 114.10 95.99 18.11 18.5% 2.91 3.0% 12% False True 5,312
20 123.85 95.99 27.86 28.4% 2.65 2.7% 8% False True 3,854
40 132.79 95.99 36.80 37.5% 2.49 2.5% 6% False True 3,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 130.17
2.618 119.54
1.618 113.03
1.000 109.01
0.618 106.52
HIGH 102.50
0.618 100.01
0.500 99.25
0.382 98.48
LOW 95.99
0.618 91.97
1.000 89.48
1.618 85.46
2.618 78.95
4.250 68.32
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 99.25 100.15
PP 98.86 99.46
S1 98.48 98.78

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

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