NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 99.12 100.31 1.19 1.2% 104.30
High 102.10 100.75 -1.35 -1.3% 109.98
Low 99.12 97.11 -2.01 -2.0% 103.40
Close 102.00 99.34 -2.66 -2.6% 107.05
Range 2.98 3.64 0.66 22.1% 6.58
ATR 4.39 4.43 0.04 0.8% 0.00
Volume 10,220 7,191 -3,029 -29.6% 41,826
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 109.99 108.30 101.34
R3 106.35 104.66 100.34
R2 102.71 102.71 100.01
R1 101.02 101.02 99.67 100.05
PP 99.07 99.07 99.07 98.58
S1 97.38 97.38 99.01 96.41
S2 95.43 95.43 98.67
S3 91.79 93.74 98.34
S4 88.15 90.10 97.34
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
5 108.06 96.91 11.15 11.2% 3.90 3.9% 22% False False 8,028
10 109.98 96.91 13.07 13.2% 4.17 4.2% 19% False False 8,227
20 113.10 92.50 20.60 20.7% 3.67 3.7% 33% False False 7,209
40 123.85 92.50 31.35 31.6% 2.85 2.9% 22% False False 5,173
60 147.91 92.50 55.41 55.8% 2.95 3.0% 12% False False 4,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.22
2.618 110.28
1.618 106.64
1.000 104.39
0.618 103.00
HIGH 100.75
0.618 99.36
0.500 98.93
0.382 98.50
LOW 97.11
0.618 94.86
1.000 93.47
1.618 91.22
2.618 87.58
4.250 81.64
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 99.20 99.88
PP 99.07 99.70
S1 98.93 99.52

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

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