NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 90.25 86.56 -3.69 -4.1% 102.35
High 91.43 90.16 -1.27 -1.4% 102.84
Low 87.19 86.34 -0.85 -1.0% 92.14
Close 89.36 89.43 0.07 0.1% 93.82
Range 4.24 3.82 -0.42 -9.9% 10.70
ATR 4.52 4.47 -0.05 -1.1% 0.00
Volume 8,405 7,273 -1,132 -13.5% 41,311
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.10 98.59 91.53
R3 96.28 94.77 90.48
R2 92.46 92.46 90.13
R1 90.95 90.95 89.78 91.71
PP 88.64 88.64 88.64 89.02
S1 87.13 87.13 89.08 87.89
S2 84.82 84.82 88.73
S3 81.00 83.31 88.38
S4 77.18 79.49 87.33
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 128.37 121.79 99.71
R3 117.67 111.09 96.76
R2 106.97 106.97 95.78
R1 100.39 100.39 94.80 98.33
PP 96.27 96.27 96.27 95.24
S1 89.69 89.69 92.84 87.63
S2 85.57 85.57 91.86
S3 74.87 78.99 90.88
S4 64.17 68.29 87.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.25 86.34 11.91 13.3% 3.93 4.4% 26% False True 8,093
10 108.06 86.34 21.72 24.3% 3.91 4.4% 14% False True 8,061
20 109.98 86.34 23.64 26.4% 3.90 4.4% 13% False True 8,040
40 123.85 86.34 37.51 41.9% 3.18 3.6% 8% False True 5,785
60 140.00 86.34 53.66 60.0% 3.01 3.4% 6% False True 5,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.40
2.618 100.16
1.618 96.34
1.000 93.98
0.618 92.52
HIGH 90.16
0.618 88.70
0.500 88.25
0.382 87.80
LOW 86.34
0.618 83.98
1.000 82.52
1.618 80.16
2.618 76.34
4.250 70.11
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 89.04 89.27
PP 88.64 89.11
S1 88.25 88.96

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

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