NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 100.00 94.31 -5.69 -5.7% 108.01
High 100.71 94.45 -6.26 -6.2% 110.98
Low 94.21 90.66 -3.55 -3.8% 100.45
Close 96.04 91.17 -4.87 -5.1% 101.62
Range 6.50 3.79 -2.71 -41.7% 10.53
ATR 4.73 4.77 0.05 1.0% 0.00
Volume 64,356 95,482 31,126 48.4% 343,359
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 103.46 101.11 93.25
R3 99.67 97.32 92.21
R2 95.88 95.88 91.86
R1 93.53 93.53 91.52 92.81
PP 92.09 92.09 92.09 91.74
S1 89.74 89.74 90.82 89.02
S2 88.30 88.30 90.48
S3 84.51 85.95 90.13
S4 80.72 82.16 89.09
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 135.94 129.31 107.41
R3 125.41 118.78 104.52
R2 114.88 114.88 103.55
R1 108.25 108.25 102.59 106.30
PP 104.35 104.35 104.35 103.38
S1 97.72 97.72 100.65 95.77
S2 93.82 93.82 99.69
S3 83.29 87.19 98.72
S4 72.76 76.66 95.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.35 90.66 14.69 16.1% 4.04 4.4% 3% False True 78,499
10 112.90 90.66 22.24 24.4% 4.16 4.6% 2% False True 70,129
20 122.87 90.66 32.21 35.3% 4.84 5.3% 2% False True 57,151
40 134.15 90.66 43.49 47.7% 4.55 5.0% 1% False True 51,948
60 148.60 90.66 57.94 63.6% 4.60 5.0% 1% False True 46,852
80 148.60 90.66 57.94 63.6% 4.69 5.1% 1% False True 45,357
100 148.60 90.66 57.94 63.6% 4.47 4.9% 1% False True 43,241
120 148.60 90.66 57.94 63.6% 4.19 4.6% 1% False True 39,336
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 0.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.56
2.618 104.37
1.618 100.58
1.000 98.24
0.618 96.79
HIGH 94.45
0.618 93.00
0.500 92.56
0.382 92.11
LOW 90.66
0.618 88.32
1.000 86.87
1.618 84.53
2.618 80.74
4.250 74.55
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 92.56 96.92
PP 92.09 95.00
S1 91.63 93.09

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

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