NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 93.15 90.51 -2.64 -2.8% 105.10
High 94.90 91.45 -3.45 -3.6% 105.82
Low 90.51 86.40 -4.11 -4.5% 90.51
Close 92.81 86.52 -6.29 -6.8% 92.81
Range 4.39 5.05 0.66 15.0% 15.31
ATR 5.49 5.55 0.07 1.2% 0.00
Volume 34,472 29,385 -5,087 -14.8% 148,774
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 103.27 99.95 89.30
R3 98.22 94.90 87.91
R2 93.17 93.17 87.45
R1 89.85 89.85 86.98 88.99
PP 88.12 88.12 88.12 87.69
S1 84.80 84.80 86.06 83.94
S2 83.07 83.07 85.59
S3 78.02 79.75 85.13
S4 72.97 74.70 83.74
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.31 132.87 101.23
R3 127.00 117.56 97.02
R2 111.69 111.69 95.62
R1 102.25 102.25 94.21 99.32
PP 96.38 96.38 96.38 94.91
S1 86.94 86.94 91.41 84.01
S2 81.07 81.07 90.00
S3 65.76 71.63 88.60
S4 50.45 56.32 84.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.55 86.40 16.15 18.7% 6.22 7.2% 1% False True 30,998
10 108.84 86.40 22.44 25.9% 5.99 6.9% 1% False True 33,954
20 109.36 86.40 22.96 26.5% 5.33 6.2% 1% False True 28,280
40 123.22 86.40 36.82 42.6% 4.81 5.6% 0% False True 18,856
60 147.60 86.40 61.20 70.7% 4.62 5.3% 0% False True 14,773
80 148.35 86.40 61.95 71.6% 4.14 4.8% 0% False True 11,902
100 148.35 86.40 61.95 71.6% 3.89 4.5% 0% False True 10,047
120 148.35 86.40 61.95 71.6% 3.43 4.0% 0% False True 8,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.91
2.618 104.67
1.618 99.62
1.000 96.50
0.618 94.57
HIGH 91.45
0.618 89.52
0.500 88.93
0.382 88.33
LOW 86.40
0.618 83.28
1.000 81.35
1.618 78.23
2.618 73.18
4.250 64.94
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 88.93 92.73
PP 88.12 90.66
S1 87.32 88.59

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

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