NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 77.65 73.69 -3.96 -5.1% 83.00
High 77.65 73.69 -3.96 -5.1% 87.13
Low 73.65 69.55 -4.10 -5.6% 72.50
Close 75.19 69.64 -5.55 -7.4% 74.82
Range 4.00 4.14 0.14 3.5% 14.63
ATR 4.61 4.68 0.07 1.6% 0.00
Volume 14,493 9,467 -5,026 -34.7% 73,837
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.38 80.65 71.92
R3 79.24 76.51 70.78
R2 75.10 75.10 70.40
R1 72.37 72.37 70.02 71.67
PP 70.96 70.96 70.96 70.61
S1 68.23 68.23 69.26 67.53
S2 66.82 66.82 68.88
S3 62.68 64.09 68.50
S4 58.54 59.95 67.36
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 78.60 69.55 9.05 13.0% 4.27 6.1% 1% False True 13,132
10 90.00 69.55 20.45 29.4% 3.98 5.7% 0% False True 12,596
20 108.06 69.55 38.51 55.3% 3.95 5.7% 0% False True 10,328
40 121.37 69.55 51.82 74.4% 3.66 5.3% 0% False True 8,191
60 129.18 69.55 59.63 85.6% 3.23 4.6% 0% False True 6,530
80 147.91 69.55 78.36 112.5% 3.15 4.5% 0% False True 5,748
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 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.29
2.618 84.53
1.618 80.39
1.000 77.83
0.618 76.25
HIGH 73.69
0.618 72.11
0.500 71.62
0.382 71.13
LOW 69.55
0.618 66.99
1.000 65.41
1.618 62.85
2.618 58.71
4.250 51.96
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 71.62 74.08
PP 70.96 72.60
S1 70.30 71.12

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

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