NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 103.65 93.20 -10.45 -10.1% 109.18
High 103.65 93.20 -10.45 -10.1% 109.18
Low 98.35 93.20 -5.15 -5.2% 103.53
Close 98.64 93.20 -5.44 -5.5% 104.16
Range 5.30 0.00 -5.30 -100.0% 5.65
ATR 1.98 2.23 0.25 12.5% 0.00
Volume 177 114 -63 -35.6% 1,489
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 93.20 93.20 93.20
R3 93.20 93.20 93.20
R2 93.20 93.20 93.20
R1 93.20 93.20 93.20 93.20
PP 93.20 93.20 93.20 93.20
S1 93.20 93.20 93.20 93.20
S2 93.20 93.20 93.20
S3 93.20 93.20 93.20
S4 93.20 93.20 93.20
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.57 119.02 107.27
R3 116.92 113.37 105.71
R2 111.27 111.27 105.20
R1 107.72 107.72 104.68 106.67
PP 105.62 105.62 105.62 105.10
S1 102.07 102.07 103.64 101.02
S2 99.97 99.97 103.12
S3 94.32 96.42 102.61
S4 88.67 90.77 101.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.76 93.20 13.56 14.5% 1.22 1.3% 0% False True 212
10 113.14 93.20 19.94 21.4% 0.62 0.7% 0% False True 338
20 123.71 93.20 30.51 32.7% 0.31 0.3% 0% False True 365
Crabel Price Patterns
NR True
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.20
2.618 93.20
1.618 93.20
1.000 93.20
0.618 93.20
HIGH 93.20
0.618 93.20
0.500 93.20
0.382 93.20
LOW 93.20
0.618 93.20
1.000 93.20
1.618 93.20
2.618 93.20
4.250 93.20
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 93.20 98.68
PP 93.20 96.85
S1 93.20 95.03

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

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