NYMEX Light Sweet Crude Oil Future January 2009


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 101.25 94.61 -6.64 -6.6% 108.00
High 101.25 94.61 -6.64 -6.6% 111.02
Low 94.60 91.11 -3.49 -3.7% 100.84
Close 96.43 91.40 -5.03 -5.2% 102.01
Range 6.65 3.50 -3.15 -47.4% 10.18
ATR 4.30 4.37 0.07 1.7% 0.00
Volume 17,931 22,622 4,691 26.2% 79,295
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 102.87 100.64 93.33
R3 99.37 97.14 92.36
R2 95.87 95.87 92.04
R1 93.64 93.64 91.72 93.01
PP 92.37 92.37 92.37 92.06
S1 90.14 90.14 91.08 89.51
S2 88.87 88.87 90.76
S3 85.37 86.64 90.44
S4 81.87 83.14 89.48
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
5 105.50 91.11 14.39 15.7% 3.82 4.2% 2% False True 19,526
10 111.84 91.11 20.73 22.7% 3.61 4.0% 1% False True 16,569
20 123.22 91.11 32.11 35.1% 4.39 4.8% 1% False True 12,167
40 134.05 91.11 42.94 47.0% 4.11 4.5% 1% False True 9,965
60 148.35 91.11 57.24 62.6% 3.87 4.2% 1% False True 8,000
80 148.35 91.11 57.24 62.6% 3.59 3.9% 1% False True 6,622
100 148.35 91.11 57.24 62.6% 3.22 3.5% 1% False True 5,623
120 148.35 91.11 57.24 62.6% 2.93 3.2% 1% False True 4,771
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.49
2.618 103.77
1.618 100.27
1.000 98.11
0.618 96.77
HIGH 94.61
0.618 93.27
0.500 92.86
0.382 92.45
LOW 91.11
0.618 88.95
1.000 87.61
1.618 85.45
2.618 81.95
4.250 76.24
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 92.86 97.30
PP 92.37 95.33
S1 91.89 93.37

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

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