NYMEX Light Sweet Crude Oil Future February 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 93.22 91.02 -2.20 -2.4% 105.65
High 95.00 91.28 -3.72 -3.9% 105.77
Low 90.85 86.51 -4.34 -4.8% 90.85
Close 92.88 86.64 -6.24 -6.7% 92.88
Range 4.15 4.77 0.62 14.9% 14.92
ATR 5.01 5.11 0.10 1.9% 0.00
Volume 11,893 10,814 -1,079 -9.1% 50,646
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 102.45 99.32 89.26
R3 97.68 94.55 87.95
R2 92.91 92.91 87.51
R1 89.78 89.78 87.08 88.96
PP 88.14 88.14 88.14 87.74
S1 85.01 85.01 86.20 84.19
S2 83.37 83.37 85.77
S3 78.60 80.24 85.33
S4 73.83 75.47 84.02
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 141.26 131.99 101.09
R3 126.34 117.07 96.98
R2 111.42 111.42 95.62
R1 102.15 102.15 94.25 99.33
PP 96.50 96.50 96.50 95.09
S1 87.23 87.23 91.51 84.41
S2 81.58 81.58 90.14
S3 66.66 72.31 88.78
S4 51.74 57.39 84.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.17 86.51 15.66 18.1% 5.81 6.7% 1% False True 11,027
10 108.83 86.51 22.32 25.8% 5.45 6.3% 1% False True 10,818
20 109.44 86.51 22.93 26.5% 4.78 5.5% 1% False True 9,439
40 123.65 86.51 37.14 42.9% 4.31 5.0% 0% False True 6,574
60 146.93 86.51 60.42 69.7% 3.86 4.5% 0% False True 5,290
80 148.17 86.51 61.66 71.2% 3.24 3.7% 0% False True 4,237
100 148.17 86.51 61.66 71.2% 2.80 3.2% 0% False True 3,578
120 148.17 86.51 61.66 71.2% 2.44 2.8% 0% False True 3,065
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 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.55
2.618 103.77
1.618 99.00
1.000 96.05
0.618 94.23
HIGH 91.28
0.618 89.46
0.500 88.90
0.382 88.33
LOW 86.51
0.618 83.56
1.000 81.74
1.618 78.79
2.618 74.02
4.250 66.24
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 88.90 93.03
PP 88.14 90.90
S1 87.39 88.77

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

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