NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 75.78 77.31 1.53 2.0% 84.82
High 75.78 79.03 3.25 4.3% 84.82
Low 75.78 75.93 0.15 0.2% 73.74
Close 75.78 77.89 2.11 2.8% 75.78
Range 0.00 3.10 3.10 11.08
ATR 3.32 3.31 0.00 -0.1% 0.00
Volume 1,224 2,782 1,558 127.3% 3,966
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.92 85.50 79.60
R3 83.82 82.40 78.74
R2 80.72 80.72 78.46
R1 79.30 79.30 78.17 80.01
PP 77.62 77.62 77.62 77.97
S1 76.20 76.20 77.61 76.91
S2 74.52 74.52 77.32
S3 71.42 73.10 77.04
S4 68.32 70.00 76.19
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 111.35 104.65 81.87
R3 100.27 93.57 78.83
R2 89.19 89.19 77.81
R1 82.49 82.49 76.80 80.30
PP 78.11 78.11 78.11 77.02
S1 71.41 71.41 74.76 69.22
S2 67.03 67.03 73.75
S3 55.95 60.33 72.73
S4 44.87 49.25 69.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.75 73.74 10.01 12.9% 1.39 1.8% 41% False False 1,176
10 90.08 73.74 16.34 21.0% 1.41 1.8% 25% False False 1,006
20 108.14 73.74 34.40 44.2% 0.85 1.1% 12% False False 959
40 119.89 73.74 46.15 59.3% 0.70 0.9% 9% False False 644
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 0.17
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 92.21
2.618 87.15
1.618 84.05
1.000 82.13
0.618 80.95
HIGH 79.03
0.618 77.85
0.500 77.48
0.382 77.11
LOW 75.93
0.618 74.01
1.000 72.83
1.618 70.91
2.618 67.81
4.250 62.76
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 77.75 77.39
PP 77.62 76.89
S1 77.48 76.39

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

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