NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 101.83 99.06 -2.77 -2.7% 102.66
High 102.55 99.06 -3.49 -3.4% 109.36
Low 95.40 92.83 -2.57 -2.7% 102.61
Close 98.00 93.24 -4.76 -4.9% 106.16
Range 7.15 6.23 -0.92 -12.9% 6.75
ATR 5.52 5.57 0.05 0.9% 0.00
Volume 27,186 32,915 5,729 21.1% 184,710
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 113.73 109.72 96.67
R3 107.50 103.49 94.95
R2 101.27 101.27 94.38
R1 97.26 97.26 93.81 96.15
PP 95.04 95.04 95.04 94.49
S1 91.03 91.03 92.67 89.92
S2 88.81 88.81 92.10
S3 82.58 84.80 91.53
S4 76.35 78.57 89.81
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
5 107.05 92.83 14.22 15.3% 7.18 7.7% 3% False True 29,559
10 109.36 92.83 16.53 17.7% 6.27 6.7% 2% False True 32,691
20 111.02 91.11 19.91 21.4% 5.25 5.6% 11% False False 26,335
40 123.22 91.11 32.11 34.4% 4.73 5.1% 7% False False 17,851
60 148.35 91.11 57.24 61.4% 4.64 5.0% 4% False False 13,834
80 148.35 91.11 57.24 61.4% 4.09 4.4% 4% False False 11,174
100 148.35 91.11 57.24 61.4% 3.83 4.1% 4% False False 9,450
120 148.35 91.11 57.24 61.4% 3.35 3.6% 4% False False 8,002
Crabel Price Patterns
NR True
NR4 True
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 0.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.54
2.618 115.37
1.618 109.14
1.000 105.29
0.618 102.91
HIGH 99.06
0.618 96.68
0.500 95.95
0.382 95.21
LOW 92.83
0.618 88.98
1.000 86.60
1.618 82.75
2.618 76.52
4.250 66.35
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 95.95 97.69
PP 95.04 96.21
S1 94.14 94.72

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

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