NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 84.40 83.00 -1.40 -1.7% 90.47
High 84.83 85.00 0.17 0.2% 91.57
Low 80.20 82.42 2.22 2.8% 80.20
Close 80.65 84.04 3.39 4.2% 80.65
Range 4.63 2.58 -2.05 -44.3% 11.37
ATR 4.69 4.67 -0.02 -0.5% 0.00
Volume 6,099 15,025 8,926 146.4% 41,413
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 91.56 90.38 85.46
R3 88.98 87.80 84.75
R2 86.40 86.40 84.51
R1 85.22 85.22 84.28 85.81
PP 83.82 83.82 83.82 84.12
S1 82.64 82.64 83.80 83.23
S2 81.24 81.24 83.57
S3 78.66 80.06 83.33
S4 76.08 77.48 82.62
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 91.43 80.20 11.23 13.4% 3.81 4.5% 34% False False 9,857
10 102.10 80.20 21.90 26.1% 3.73 4.4% 18% False False 9,148
20 109.98 80.20 29.78 35.4% 4.02 4.8% 13% False False 8,737
40 123.85 80.20 43.65 51.9% 3.33 4.0% 9% False False 6,296
60 132.79 80.20 52.59 62.6% 3.00 3.6% 7% False False 5,450
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.61
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 95.97
2.618 91.75
1.618 89.17
1.000 87.58
0.618 86.59
HIGH 85.00
0.618 84.01
0.500 83.71
0.382 83.41
LOW 82.42
0.618 80.83
1.000 79.84
1.618 78.25
2.618 75.67
4.250 71.46
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 83.93 85.10
PP 83.82 84.75
S1 83.71 84.39

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

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