NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 94.07 91.79 -2.28 -2.4% 98.22
High 94.07 91.84 -2.23 -2.4% 102.25
Low 94.07 89.98 -4.09 -4.3% 94.07
Close 94.07 88.08 -5.99 -6.4% 94.07
Range 0.00 1.86 1.86 8.18
ATR 3.10 3.17 0.07 2.3% 0.00
Volume 5,975 1,257 -4,718 -79.0% 12,964
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.55 93.67 89.10
R3 93.69 91.81 88.59
R2 91.83 91.83 88.42
R1 89.95 89.95 88.25 89.96
PP 89.97 89.97 89.97 89.97
S1 88.09 88.09 87.91 88.10
S2 88.11 88.11 87.74
S3 86.25 86.23 87.57
S4 84.39 84.37 87.06
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.34 115.88 98.57
R3 113.16 107.70 96.32
R2 104.98 104.98 95.57
R1 99.52 99.52 94.82 98.16
PP 96.80 96.80 96.80 96.12
S1 91.34 91.34 93.32 89.98
S2 88.62 88.62 92.57
S3 80.44 83.16 91.82
S4 72.26 74.98 89.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.25 89.98 12.27 13.9% 0.49 0.6% -15% False True 2,507
10 108.05 89.98 18.07 20.5% 0.54 0.6% -11% False True 1,754
20 110.25 89.98 20.27 23.0% 1.08 1.2% -9% False True 1,235
40 123.73 89.98 33.75 38.3% 0.73 0.8% -6% False True 844
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 0.01
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.75
2.618 96.71
1.618 94.85
1.000 93.70
0.618 92.99
HIGH 91.84
0.618 91.13
0.500 90.91
0.382 90.69
LOW 89.98
0.618 88.83
1.000 88.12
1.618 86.97
2.618 85.11
4.250 82.08
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 90.91 92.44
PP 89.97 90.99
S1 89.02 89.53

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

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