NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 88.00 88.57 0.57 0.6% 105.10
High 89.21 89.21 0.00 0.0% 105.82
Low 84.66 84.48 -0.18 -0.2% 90.51
Close 88.48 86.91 -1.57 -1.8% 92.81
Range 4.55 4.73 0.18 4.0% 15.31
ATR 5.45 5.40 -0.05 -0.9% 0.00
Volume 50,871 59,577 8,706 17.1% 148,774
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.06 98.71 89.51
R3 96.33 93.98 88.21
R2 91.60 91.60 87.78
R1 89.25 89.25 87.34 88.06
PP 86.87 86.87 86.87 86.27
S1 84.52 84.52 86.48 83.33
S2 82.14 82.14 86.04
S3 77.41 79.79 85.61
S4 72.68 75.06 84.31
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 94.90 84.48 10.42 12.0% 4.74 5.5% 23% False True 41,329
10 107.05 84.48 22.57 26.0% 5.96 6.9% 11% False True 35,444
20 109.36 84.48 24.88 28.6% 5.55 6.4% 10% False True 32,994
40 123.22 84.48 38.74 44.6% 4.89 5.6% 6% False True 21,556
60 138.50 84.48 54.02 62.2% 4.59 5.3% 4% False True 16,896
80 148.35 84.48 63.87 73.5% 4.21 4.8% 4% False True 13,607
100 148.35 84.48 63.87 73.5% 3.99 4.6% 4% False True 11,432
120 148.35 84.48 63.87 73.5% 3.53 4.1% 4% False True 9,703
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 0.94
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.31
2.618 101.59
1.618 96.86
1.000 93.94
0.618 92.13
HIGH 89.21
0.618 87.40
0.500 86.85
0.382 86.29
LOW 84.48
0.618 81.56
1.000 79.75
1.618 76.83
2.618 72.10
4.250 64.38
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 86.89 87.70
PP 86.87 87.44
S1 86.85 87.17

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

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