NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 100.31 97.85 -2.46 -2.5% 104.30
High 100.75 98.25 -2.50 -2.5% 109.98
Low 97.11 94.15 -2.96 -3.0% 103.40
Close 99.34 94.61 -4.73 -4.8% 107.05
Range 3.64 4.10 0.46 12.6% 6.58
ATR 4.43 4.48 0.05 1.2% 0.00
Volume 7,191 7,154 -37 -0.5% 41,826
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.97 105.39 96.87
R3 103.87 101.29 95.74
R2 99.77 99.77 95.36
R1 97.19 97.19 94.99 96.43
PP 95.67 95.67 95.67 95.29
S1 93.09 93.09 94.23 92.33
S2 91.57 91.57 93.86
S3 87.47 88.99 93.48
S4 83.37 84.89 92.36
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
5 107.08 94.15 12.93 13.7% 3.79 4.0% 4% False True 7,892
10 109.98 94.15 15.83 16.7% 4.19 4.4% 3% False True 7,876
20 112.04 92.50 19.54 20.7% 3.74 4.0% 11% False False 7,346
40 123.85 92.50 31.35 33.1% 2.93 3.1% 7% False False 5,246
60 147.91 92.50 55.41 58.6% 2.99 3.2% 4% False False 4,770
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.68
2.618 108.98
1.618 104.88
1.000 102.35
0.618 100.78
HIGH 98.25
0.618 96.68
0.500 96.20
0.382 95.72
LOW 94.15
0.618 91.62
1.000 90.05
1.618 87.52
2.618 83.42
4.250 76.73
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 96.20 98.13
PP 95.67 96.95
S1 95.14 95.78

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

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