NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 102.35 99.12 -3.23 -3.2% 104.30
High 102.84 102.10 -0.74 -0.7% 109.98
Low 96.91 99.12 2.21 2.3% 103.40
Close 97.93 102.00 4.07 4.2% 107.05
Range 5.93 2.98 -2.95 -49.7% 6.58
ATR 4.41 4.39 -0.02 -0.4% 0.00
Volume 6,264 10,220 3,956 63.2% 41,826
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.01 108.99 103.64
R3 107.03 106.01 102.82
R2 104.05 104.05 102.55
R1 103.03 103.03 102.27 103.54
PP 101.07 101.07 101.07 101.33
S1 100.05 100.05 101.73 100.56
S2 98.09 98.09 101.45
S3 95.11 97.07 101.18
S4 92.13 94.09 100.36
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
5 108.35 96.91 11.44 11.2% 3.96 3.9% 44% False False 8,489
10 109.98 92.86 17.12 16.8% 4.32 4.2% 53% False False 8,974
20 113.10 92.50 20.60 20.2% 3.56 3.5% 46% False False 7,199
40 123.85 92.50 31.35 30.7% 2.84 2.8% 30% False False 5,074
60 147.91 92.50 55.41 54.3% 2.99 2.9% 17% False False 4,608
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.77
2.618 109.90
1.618 106.92
1.000 105.08
0.618 103.94
HIGH 102.10
0.618 100.96
0.500 100.61
0.382 100.26
LOW 99.12
0.618 97.28
1.000 96.14
1.618 94.30
2.618 91.32
4.250 86.46
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 101.54 102.00
PP 101.07 102.00
S1 100.61 102.00

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

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