NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 98.51 99.60 1.09 1.1% 109.67
High 98.51 102.52 4.01 4.1% 109.67
Low 98.51 99.60 1.09 1.1% 105.65
Close 98.51 102.54 4.03 4.1% 107.41
Range 0.00 2.92 2.92 4.02
ATR 2.93 3.00 0.08 2.6% 0.00
Volume 461 344 -117 -25.4% 1,814
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.31 109.35 104.15
R3 107.39 106.43 103.34
R2 104.47 104.47 103.08
R1 103.51 103.51 102.81 103.99
PP 101.55 101.55 101.55 101.80
S1 100.59 100.59 102.27 101.07
S2 98.63 98.63 102.00
S3 95.71 97.67 101.74
S4 92.79 94.75 100.93
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.64 117.54 109.62
R3 115.62 113.52 108.52
R2 111.60 111.60 108.15
R1 109.50 109.50 107.78 108.54
PP 107.58 107.58 107.58 107.10
S1 105.48 105.48 107.04 104.52
S2 103.56 103.56 106.67
S3 99.54 101.46 106.30
S4 95.52 97.44 105.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.14 98.51 9.63 9.4% 0.59 0.6% 42% False False 460
10 109.67 92.94 16.73 16.3% 0.76 0.7% 57% False False 395
20 113.14 92.94 20.20 19.7% 0.69 0.7% 48% False False 366
40 123.71 92.94 30.77 30.0% 0.35 0.3% 31% False False 334
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 0.02
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 114.93
2.618 110.16
1.618 107.24
1.000 105.44
0.618 104.32
HIGH 102.52
0.618 101.40
0.500 101.06
0.382 100.72
LOW 99.60
0.618 97.80
1.000 96.68
1.618 94.88
2.618 91.96
4.250 87.19
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 102.05 102.86
PP 101.55 102.75
S1 101.06 102.65

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

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