NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 89.95 86.80 -3.15 -3.5% 98.51
High 90.08 89.88 -0.20 -0.2% 102.52
Low 88.29 86.80 -1.49 -1.7% 94.32
Close 89.99 90.00 0.01 0.0% 94.32
Range 1.79 3.08 1.29 72.1% 8.20
ATR 3.06 3.07 0.01 0.3% 0.00
Volume 623 1,701 1,078 173.0% 7,194
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 98.13 97.15 91.69
R3 95.05 94.07 90.85
R2 91.97 91.97 90.56
R1 90.99 90.99 90.28 91.48
PP 88.89 88.89 88.89 89.14
S1 87.91 87.91 89.72 88.40
S2 85.81 85.81 89.44
S3 82.73 84.83 89.15
S4 79.65 81.75 88.31
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.65 116.19 98.83
R3 113.45 107.99 96.58
R2 105.25 105.25 95.82
R1 99.79 99.79 95.07 98.42
PP 97.05 97.05 97.05 96.37
S1 91.59 91.59 93.57 90.22
S2 88.85 88.85 92.82
S3 80.65 83.39 92.07
S4 72.45 75.19 89.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.19 86.80 8.39 9.3% 0.97 1.1% 38% False True 1,572
10 108.14 86.80 21.34 23.7% 0.78 0.9% 15% False True 1,086
20 109.67 86.80 22.87 25.4% 0.93 1.0% 14% False True 686
40 123.71 86.80 36.91 41.0% 0.47 0.5% 9% False True 510
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 15 trading days
Fibonacci Retracements and Extensions
4.250 102.97
2.618 97.94
1.618 94.86
1.000 92.96
0.618 91.78
HIGH 89.88
0.618 88.70
0.500 88.34
0.382 87.98
LOW 86.80
0.618 84.90
1.000 83.72
1.618 81.82
2.618 78.74
4.250 73.71
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 89.45 89.48
PP 88.89 88.96
S1 88.34 88.44

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

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