NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 105.10 95.80 -9.30 -8.8% 102.66
High 105.82 102.07 -3.75 -3.5% 109.36
Low 95.05 93.79 -1.26 -1.3% 102.61
Close 96.37 100.51 4.14 4.3% 106.16
Range 10.77 8.28 -2.49 -23.1% 6.75
ATR 5.18 5.40 0.22 4.3% 0.00
Volume 23,169 31,032 7,863 33.9% 184,710
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 123.63 120.35 105.06
R3 115.35 112.07 102.79
R2 107.07 107.07 102.03
R1 103.79 103.79 101.27 105.43
PP 98.79 98.79 98.79 99.61
S1 95.51 95.51 99.75 97.15
S2 90.51 90.51 98.99
S3 82.23 87.23 98.23
S4 73.95 78.95 95.96
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
5 108.10 93.79 14.31 14.2% 6.27 6.2% 47% False True 33,440
10 109.36 91.52 17.84 17.7% 6.11 6.1% 50% False False 33,396
20 111.84 91.11 20.73 20.6% 4.86 4.8% 45% False False 24,983
40 123.22 91.11 32.11 31.9% 4.53 4.5% 29% False False 16,784
60 148.35 91.11 57.24 56.9% 4.50 4.5% 16% False False 13,000
80 148.35 91.11 57.24 56.9% 4.02 4.0% 16% False False 10,498
100 148.35 91.11 57.24 56.9% 3.72 3.7% 16% False False 8,884
120 148.35 91.11 57.24 56.9% 3.27 3.3% 16% False False 7,510
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 1.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.26
2.618 123.75
1.618 115.47
1.000 110.35
0.618 107.19
HIGH 102.07
0.618 98.91
0.500 97.93
0.382 96.95
LOW 93.79
0.618 88.67
1.000 85.51
1.618 80.39
2.618 72.11
4.250 58.60
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 99.65 100.48
PP 98.79 100.45
S1 97.93 100.42

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

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