NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 105.65 102.35 -3.30 -3.1% 104.30
High 107.08 102.84 -4.24 -4.0% 109.98
Low 104.79 96.91 -7.88 -7.5% 103.40
Close 107.05 97.93 -9.12 -8.5% 107.05
Range 2.29 5.93 3.64 159.0% 6.58
ATR 3.97 4.41 0.44 11.1% 0.00
Volume 8,631 6,264 -2,367 -27.4% 41,826
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.02 113.40 101.19
R3 111.09 107.47 99.56
R2 105.16 105.16 99.02
R1 101.54 101.54 98.47 100.39
PP 99.23 99.23 99.23 98.65
S1 95.61 95.61 97.39 94.46
S2 93.30 93.30 96.84
S3 87.37 89.68 96.30
S4 81.44 83.75 94.67
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.55 123.38 110.67
R3 119.97 116.80 108.86
R2 113.39 113.39 108.26
R1 110.22 110.22 107.65 111.81
PP 106.81 106.81 106.81 107.60
S1 103.64 103.64 106.45 105.23
S2 100.23 100.23 105.84
S3 93.65 97.06 105.24
S4 87.07 90.48 103.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.72 96.91 12.81 13.1% 4.43 4.5% 8% False True 7,996
10 109.98 92.50 17.48 17.8% 4.31 4.4% 31% False False 8,325
20 114.10 92.50 21.60 22.1% 3.61 3.7% 25% False False 6,819
40 126.50 92.50 34.00 34.7% 2.90 3.0% 16% False False 4,905
60 147.91 92.50 55.41 56.6% 2.99 3.1% 10% False False 4,477
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 0.59
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128.04
2.618 118.36
1.618 112.43
1.000 108.77
0.618 106.50
HIGH 102.84
0.618 100.57
0.500 99.88
0.382 99.18
LOW 96.91
0.618 93.25
1.000 90.98
1.618 87.32
2.618 81.39
4.250 71.71
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 99.88 102.49
PP 99.23 100.97
S1 98.58 99.45

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

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