NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 97.73 100.45 2.72 2.8% 102.50
High 101.31 103.55 2.24 2.2% 103.55
Low 97.45 100.15 2.70 2.8% 92.50
Close 98.82 103.36 4.54 4.6% 103.36
Range 3.86 3.40 -0.46 -11.9% 11.05
ATR 3.60 3.68 0.08 2.2% 0.00
Volume 10,664 6,107 -4,557 -42.7% 39,745
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.55 111.36 105.23
R3 109.15 107.96 104.30
R2 105.75 105.75 103.98
R1 104.56 104.56 103.67 105.16
PP 102.35 102.35 102.35 102.65
S1 101.16 101.16 103.05 101.76
S2 98.95 98.95 102.74
S3 95.55 97.76 102.43
S4 92.15 94.36 101.49
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.95 129.21 109.44
R3 121.90 118.16 106.40
R2 110.85 110.85 105.39
R1 107.11 107.11 104.37 108.98
PP 99.80 99.80 99.80 100.74
S1 96.06 96.06 102.35 97.93
S2 88.75 88.75 101.33
S3 77.70 85.01 100.32
S4 66.65 73.96 97.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.55 92.50 11.05 10.7% 4.37 4.2% 98% True False 7,949
10 112.04 92.50 19.54 18.9% 3.44 3.3% 56% False False 6,843
20 121.48 92.50 28.98 28.0% 2.97 2.9% 37% False False 5,147
40 129.18 92.50 36.68 35.5% 2.66 2.6% 30% False False 4,341
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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118.00
2.618 112.45
1.618 109.05
1.000 106.95
0.618 105.65
HIGH 103.55
0.618 102.25
0.500 101.85
0.382 101.45
LOW 100.15
0.618 98.05
1.000 96.75
1.618 94.65
2.618 91.25
4.250 85.70
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 102.86 101.64
PP 102.35 99.92
S1 101.85 98.21

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

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