NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 103.68 101.30 -2.38 -2.3% 108.00
High 104.13 103.48 -0.65 -0.6% 111.02
Low 101.00 100.84 -0.16 -0.2% 100.84
Close 101.58 102.01 0.43 0.4% 102.01
Range 3.13 2.64 -0.49 -15.7% 10.18
ATR 4.17 4.06 -0.11 -2.6% 0.00
Volume 18,822 18,620 -202 -1.1% 79,295
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.03 108.66 103.46
R3 107.39 106.02 102.74
R2 104.75 104.75 102.49
R1 103.38 103.38 102.25 104.07
PP 102.11 102.11 102.11 102.45
S1 100.74 100.74 101.77 101.43
S2 99.47 99.47 101.53
S3 96.83 98.10 101.28
S4 94.19 95.46 100.56
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 135.16 128.77 107.61
R3 124.98 118.59 104.81
R2 114.80 114.80 103.88
R1 108.41 108.41 102.94 106.52
PP 104.62 104.62 104.62 103.68
S1 98.23 98.23 101.08 96.34
S2 94.44 94.44 100.14
S3 84.26 88.05 99.21
S4 74.08 77.87 96.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.02 100.84 10.18 10.0% 3.49 3.4% 11% False True 15,859
10 120.82 100.84 19.98 19.6% 4.08 4.0% 6% False True 14,538
20 123.22 100.84 22.38 21.9% 4.18 4.1% 5% False True 10,689
40 134.20 100.84 33.36 32.7% 4.01 3.9% 4% False True 9,222
60 148.35 100.84 47.51 46.6% 3.74 3.7% 2% False True 7,406
80 148.35 100.84 47.51 46.6% 3.56 3.5% 2% False True 6,228
100 148.35 100.84 47.51 46.6% 3.14 3.1% 2% False True 5,226
120 148.35 97.38 50.97 50.0% 2.85 2.8% 9% False False 4,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.70
2.618 110.39
1.618 107.75
1.000 106.12
0.618 105.11
HIGH 103.48
0.618 102.47
0.500 102.16
0.382 101.85
LOW 100.84
0.618 99.21
1.000 98.20
1.618 96.57
2.618 93.93
4.250 89.62
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 102.16 103.17
PP 102.11 102.78
S1 102.06 102.40

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

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