NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 99.62 94.90 -4.72 -4.7% 110.25
High 99.62 94.90 -4.72 -4.7% 110.25
Low 99.62 94.90 -4.72 -4.7% 105.18
Close 99.62 94.90 -4.72 -4.7% 107.23
Range
ATR 3.17 3.28 0.11 3.5% 0.00
Volume 1,419 1,196 -223 -15.7% 4,080
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.90 94.90 94.90
R3 94.90 94.90 94.90
R2 94.90 94.90 94.90
R1 94.90 94.90 94.90 94.90
PP 94.90 94.90 94.90 94.90
S1 94.90 94.90 94.90 94.90
S2 94.90 94.90 94.90
S3 94.90 94.90 94.90
S4 94.90 94.90 94.90
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.76 120.07 110.02
R3 117.69 115.00 108.62
R2 112.62 112.62 108.16
R1 109.93 109.93 107.69 108.74
PP 107.55 107.55 107.55 106.96
S1 104.86 104.86 106.77 103.67
S2 102.48 102.48 106.30
S3 97.41 99.79 105.84
S4 92.34 94.72 104.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.23 94.90 12.33 13.0% 0.12 0.1% 0% False True 1,471
10 110.25 94.90 15.35 16.2% 0.70 0.7% 0% False True 1,197
20 110.25 92.67 17.58 18.5% 1.00 1.1% 13% False False 934
40 123.73 92.67 31.06 32.7% 0.68 0.7% 7% False False 691
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.07
Fibonacci Retracements and Extensions
4.250 94.90
2.618 94.90
1.618 94.90
1.000 94.90
0.618 94.90
HIGH 94.90
0.618 94.90
0.500 94.90
0.382 94.90
LOW 94.90
0.618 94.90
1.000 94.90
1.618 94.90
2.618 94.90
4.250 94.90
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 94.90 98.58
PP 94.90 97.35
S1 94.90 96.13

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

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