NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 94.46 97.50 3.04 3.2% 108.00
High 97.45 101.35 3.90 4.0% 111.02
Low 91.52 95.51 3.99 4.4% 100.84
Close 97.00 97.72 0.72 0.7% 102.01
Range 5.93 5.84 -0.09 -1.5% 10.18
ATR 4.49 4.59 0.10 2.1% 0.00
Volume 42,477 24,670 -17,807 -41.9% 79,295
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 115.71 112.56 100.93
R3 109.87 106.72 99.33
R2 104.03 104.03 98.79
R1 100.88 100.88 98.26 102.46
PP 98.19 98.19 98.19 98.98
S1 95.04 95.04 97.18 96.62
S2 92.35 92.35 96.65
S3 86.51 89.20 96.11
S4 80.67 83.36 94.51
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
5 103.48 91.11 12.37 12.7% 4.91 5.0% 53% False False 25,264
10 111.02 91.11 19.91 20.4% 4.23 4.3% 33% False False 19,979
20 123.22 91.11 32.11 32.9% 4.54 4.6% 21% False False 14,999
40 129.52 91.11 38.41 39.3% 4.16 4.3% 17% False False 11,450
60 148.35 91.11 57.24 58.6% 3.98 4.1% 12% False False 9,063
80 148.35 91.11 57.24 58.6% 3.71 3.8% 12% False False 7,400
100 148.35 91.11 57.24 58.6% 3.33 3.4% 12% False False 6,282
120 148.35 91.11 57.24 58.6% 3.01 3.1% 12% False False 5,326
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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.17
2.618 116.64
1.618 110.80
1.000 107.19
0.618 104.96
HIGH 101.35
0.618 99.12
0.500 98.43
0.382 97.74
LOW 95.51
0.618 91.90
1.000 89.67
1.618 86.06
2.618 80.22
4.250 70.69
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.43 97.22
PP 98.19 96.73
S1 97.96 96.23

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

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