NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 89.91 84.40 -5.51 -6.1% 90.47
High 90.00 84.83 -5.17 -5.7% 91.57
Low 86.22 80.20 -6.02 -7.0% 80.20
Close 88.40 80.65 -7.75 -8.8% 80.65
Range 3.78 4.63 0.85 22.5% 11.37
ATR 4.42 4.69 0.27 6.1% 0.00
Volume 12,483 6,099 -6,384 -51.1% 41,413
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.78 92.85 83.20
R3 91.15 88.22 81.92
R2 86.52 86.52 81.50
R1 83.59 83.59 81.07 82.74
PP 81.89 81.89 81.89 81.47
S1 78.96 78.96 80.23 78.11
S2 77.26 77.26 79.80
S3 72.63 74.33 79.38
S4 68.00 69.70 78.10
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.25 110.82 86.90
R3 106.88 99.45 83.78
R2 95.51 95.51 82.73
R1 88.08 88.08 81.69 86.11
PP 84.14 84.14 84.14 83.16
S1 76.71 76.71 79.61 74.74
S2 72.77 72.77 78.57
S3 61.40 65.34 77.52
S4 50.03 53.97 74.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.57 80.20 11.37 14.1% 4.07 5.0% 4% False True 8,282
10 102.84 80.20 22.64 28.1% 4.06 5.0% 2% False True 8,272
20 109.98 80.20 29.78 36.9% 4.22 5.2% 2% False True 8,214
40 123.85 80.20 43.65 54.1% 3.32 4.1% 1% False True 6,054
60 133.50 80.20 53.30 66.1% 2.99 3.7% 1% False True 5,288
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 0.60
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.51
2.618 96.95
1.618 92.32
1.000 89.46
0.618 87.69
HIGH 84.83
0.618 83.06
0.500 82.52
0.382 81.97
LOW 80.20
0.618 77.34
1.000 75.57
1.618 72.71
2.618 68.08
4.250 60.52
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 82.52 85.18
PP 81.89 83.67
S1 81.27 82.16

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

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