NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 76.50 73.69 -2.81 -3.7% 83.00
High 77.29 76.95 -0.34 -0.4% 87.13
Low 72.50 72.65 0.15 0.2% 72.50
Close 73.06 74.82 1.76 2.4% 74.82
Range 4.79 4.30 -0.49 -10.2% 14.63
ATR 4.73 4.70 -0.03 -0.7% 0.00
Volume 11,474 20,641 9,167 79.9% 73,837
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.71 85.56 77.19
R3 83.41 81.26 76.00
R2 79.11 79.11 75.61
R1 76.96 76.96 75.21 78.04
PP 74.81 74.81 74.81 75.34
S1 72.66 72.66 74.43 73.74
S2 70.51 70.51 74.03
S3 66.21 68.36 73.64
S4 61.91 64.06 72.46
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.04 113.06 82.87
R3 107.41 98.43 78.84
R2 92.78 92.78 77.50
R1 83.80 83.80 76.16 80.98
PP 78.15 78.15 78.15 76.74
S1 69.17 69.17 73.48 66.35
S2 63.52 63.52 72.14
S3 48.89 54.54 70.80
S4 34.26 39.91 66.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.13 72.50 14.63 19.6% 3.84 5.1% 16% False False 14,767
10 91.57 72.50 19.07 25.5% 3.95 5.3% 12% False False 11,525
20 109.98 72.50 37.48 50.1% 4.08 5.5% 6% False False 9,919
40 121.48 72.50 48.98 65.5% 3.53 4.7% 5% False False 7,533
60 129.18 72.50 56.68 75.8% 3.14 4.2% 4% False False 6,200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.23
2.618 88.21
1.618 83.91
1.000 81.25
0.618 79.61
HIGH 76.95
0.618 75.31
0.500 74.80
0.382 74.29
LOW 72.65
0.618 69.99
1.000 68.35
1.618 65.69
2.618 61.39
4.250 54.38
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 74.81 75.81
PP 74.81 75.48
S1 74.80 75.15

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

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