NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 107.31 102.66 -4.65 -4.3% 117.69
High 107.35 105.35 -2.00 -1.9% 117.98
Low 102.33 101.80 -0.53 -0.5% 106.22
Close 103.74 102.92 -0.82 -0.8% 107.18
Range 5.02 3.55 -1.47 -29.3% 11.76
ATR 4.83 4.74 -0.09 -1.9% 0.00
Volume 57,987 83,521 25,534 44.0% 240,786
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 114.01 112.01 104.87
R3 110.46 108.46 103.90
R2 106.91 106.91 103.57
R1 104.91 104.91 103.25 105.91
PP 103.36 103.36 103.36 103.86
S1 101.36 101.36 102.59 102.36
S2 99.81 99.81 102.27
S3 96.26 97.81 101.94
S4 92.71 94.26 100.97
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 145.74 138.22 113.65
R3 133.98 126.46 110.41
R2 122.22 122.22 109.34
R1 114.70 114.70 108.26 112.58
PP 110.46 110.46 110.46 109.40
S1 102.94 102.94 106.10 100.82
S2 98.70 98.70 105.02
S3 86.94 91.18 103.95
S4 75.18 79.42 100.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.90 101.80 11.10 10.8% 4.43 4.3% 10% False True 60,418
10 121.12 101.80 19.32 18.8% 4.95 4.8% 6% False True 59,425
20 122.87 101.80 21.07 20.5% 4.77 4.6% 5% False True 49,819
40 141.00 101.80 39.20 38.1% 4.66 4.5% 3% False True 48,893
60 148.60 101.80 46.80 45.5% 4.63 4.5% 2% False True 43,964
80 148.60 101.80 46.80 45.5% 4.72 4.6% 2% False True 44,420
100 148.60 101.80 46.80 45.5% 4.43 4.3% 2% False True 40,991
120 148.60 96.62 51.98 50.5% 4.13 4.0% 12% False False 37,421
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 1.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.44
2.618 114.64
1.618 111.09
1.000 108.90
0.618 107.54
HIGH 105.35
0.618 103.99
0.500 103.58
0.382 103.16
LOW 101.80
0.618 99.61
1.000 98.25
1.618 96.06
2.618 92.51
4.250 86.71
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 103.58 106.39
PP 103.36 105.23
S1 103.14 104.08

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

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