NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 109.72 108.35 -1.37 -1.2% 102.50
High 109.72 108.35 -1.37 -1.2% 103.55
Low 104.40 104.42 0.02 0.0% 92.50
Close 105.55 105.39 -0.16 -0.2% 103.36
Range 5.32 3.93 -1.39 -26.1% 11.05
ATR 3.99 3.99 0.00 -0.1% 0.00
Volume 7,755 9,494 1,739 22.4% 39,745
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.84 115.55 107.55
R3 113.91 111.62 106.47
R2 109.98 109.98 106.11
R1 107.69 107.69 105.75 106.87
PP 106.05 106.05 106.05 105.65
S1 103.76 103.76 105.03 102.94
S2 102.12 102.12 104.67
S3 98.19 99.83 104.31
S4 94.26 95.90 103.23
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
5 109.98 97.45 12.53 11.9% 4.44 4.2% 63% False False 8,425
10 109.98 92.50 17.48 16.6% 3.88 3.7% 74% False False 8,019
20 121.37 92.50 28.87 27.4% 3.37 3.2% 45% False False 6,053
40 129.18 92.50 36.68 34.8% 2.86 2.7% 35% False False 4,630
60 147.91 92.50 55.41 52.6% 2.88 2.7% 23% False False 4,221
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.05
2.618 118.64
1.618 114.71
1.000 112.28
0.618 110.78
HIGH 108.35
0.618 106.85
0.500 106.39
0.382 105.92
LOW 104.42
0.618 101.99
1.000 100.49
1.618 98.06
2.618 94.13
4.250 87.72
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 106.39 107.14
PP 106.05 106.56
S1 105.72 105.97

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

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