NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 104.70 106.81 2.11 2.0% 102.66
High 107.36 107.05 -0.31 -0.3% 109.36
Low 102.61 103.57 0.96 0.9% 102.61
Close 107.11 106.16 -0.95 -0.9% 106.16
Range 4.75 3.48 -1.27 -26.7% 6.75
ATR 4.81 4.72 -0.09 -1.9% 0.00
Volume 25,551 33,496 7,945 31.1% 184,710
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.03 114.58 108.07
R3 112.55 111.10 107.12
R2 109.07 109.07 106.80
R1 107.62 107.62 106.48 106.61
PP 105.59 105.59 105.59 105.09
S1 104.14 104.14 105.84 103.13
S2 102.11 102.11 105.52
S3 98.63 100.66 105.20
S4 95.15 97.18 104.25
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.29 122.98 109.87
R3 119.54 116.23 108.02
R2 112.79 112.79 107.40
R1 109.48 109.48 106.78 111.14
PP 106.04 106.04 106.04 106.87
S1 102.73 102.73 105.54 104.39
S2 99.29 99.29 104.92
S3 92.54 95.98 104.30
S4 85.79 89.23 102.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.36 102.61 6.75 6.4% 4.94 4.7% 53% False False 36,942
10 109.36 91.11 18.25 17.2% 5.22 4.9% 82% False False 32,031
20 120.82 91.11 29.71 28.0% 4.65 4.4% 51% False False 23,284
40 129.52 91.11 38.41 36.2% 4.35 4.1% 39% False False 15,786
60 148.35 91.11 57.24 53.9% 4.24 4.0% 26% False False 12,254
80 148.35 91.11 57.24 53.9% 3.90 3.7% 26% False False 9,894
100 148.35 91.11 57.24 53.9% 3.56 3.4% 26% False False 8,372
120 148.35 91.11 57.24 53.9% 3.13 2.9% 26% False False 7,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121.84
2.618 116.16
1.618 112.68
1.000 110.53
0.618 109.20
HIGH 107.05
0.618 105.72
0.500 105.31
0.382 104.90
LOW 103.57
0.618 101.42
1.000 100.09
1.618 97.94
2.618 94.46
4.250 88.78
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 105.88 105.89
PP 105.59 105.62
S1 105.31 105.36

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

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