NYMEX Light Sweet Crude Oil Future January 2009


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 106.64 102.95 -3.69 -3.5% 118.13
High 106.65 105.50 -1.15 -1.1% 118.20
Low 102.99 102.30 -0.69 -0.7% 106.73
Close 104.15 103.25 -0.90 -0.9% 107.66
Range 3.66 3.20 -0.46 -12.6% 11.47
ATR 4.33 4.25 -0.08 -1.9% 0.00
Volume 10,057 19,636 9,579 95.2% 55,114
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 113.28 111.47 105.01
R3 110.08 108.27 104.13
R2 106.88 106.88 103.84
R1 105.07 105.07 103.54 105.98
PP 103.68 103.68 103.68 104.14
S1 101.87 101.87 102.96 102.78
S2 100.48 100.48 102.66
S3 97.28 98.67 102.37
S4 94.08 95.47 101.49
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 145.27 137.94 113.97
R3 133.80 126.47 110.81
R2 122.33 122.33 109.76
R1 115.00 115.00 108.71 112.93
PP 110.86 110.86 110.86 109.83
S1 103.53 103.53 106.61 101.46
S2 99.39 99.39 105.56
S3 87.92 92.06 104.51
S4 76.45 80.59 101.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.84 102.30 9.54 9.2% 3.62 3.5% 10% False True 13,477
10 121.09 102.30 18.79 18.2% 4.33 4.2% 5% False True 13,042
20 123.22 102.30 20.92 20.3% 4.27 4.1% 5% False True 9,602
40 141.22 102.30 38.92 37.7% 4.16 4.0% 2% False True 8,527
60 148.35 102.30 46.05 44.6% 3.77 3.7% 2% False True 6,866
80 148.35 102.30 46.05 44.6% 3.59 3.5% 2% False True 5,829
100 148.35 102.30 46.05 44.6% 3.10 3.0% 2% False True 4,859
120 148.35 96.69 51.66 50.0% 2.82 2.7% 13% False False 4,133
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 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119.10
2.618 113.88
1.618 110.68
1.000 108.70
0.618 107.48
HIGH 105.50
0.618 104.28
0.500 103.90
0.382 103.52
LOW 102.30
0.618 100.32
1.000 99.10
1.618 97.12
2.618 93.92
4.250 88.70
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 103.90 106.66
PP 103.68 105.52
S1 103.47 104.39

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

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