NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 102.66 102.97 0.31 0.3% 117.69
High 105.35 104.09 -1.26 -1.2% 117.98
Low 101.80 100.46 -1.34 -1.3% 106.22
Close 102.92 101.25 -1.67 -1.6% 107.18
Range 3.55 3.63 0.08 2.3% 11.76
ATR 4.74 4.66 -0.08 -1.7% 0.00
Volume 83,521 82,951 -570 -0.7% 240,786
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.82 110.67 103.25
R3 109.19 107.04 102.25
R2 105.56 105.56 101.92
R1 103.41 103.41 101.58 102.67
PP 101.93 101.93 101.93 101.57
S1 99.78 99.78 100.92 99.04
S2 98.30 98.30 100.58
S3 94.67 96.15 100.25
S4 91.04 92.52 99.25
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
5 110.98 100.46 10.52 10.4% 4.11 4.1% 8% False True 65,495
10 121.12 100.46 20.66 20.4% 4.96 4.9% 4% False True 62,584
20 122.87 100.46 22.41 22.1% 4.74 4.7% 4% False True 52,058
40 138.56 100.46 38.10 37.6% 4.58 4.5% 2% False True 49,792
60 148.60 100.46 48.14 47.5% 4.62 4.6% 2% False True 44,839
80 148.60 100.46 48.14 47.5% 4.72 4.7% 2% False True 44,994
100 148.60 100.46 48.14 47.5% 4.44 4.4% 2% False True 41,665
120 148.60 96.62 51.98 51.3% 4.14 4.1% 9% False False 38,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.52
2.618 113.59
1.618 109.96
1.000 107.72
0.618 106.33
HIGH 104.09
0.618 102.70
0.500 102.28
0.382 101.85
LOW 100.46
0.618 98.22
1.000 96.83
1.618 94.59
2.618 90.96
4.250 85.03
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 102.28 103.91
PP 101.93 103.02
S1 101.59 102.14

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

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