NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 87.16 87.95 0.79 0.9% 105.65
High 90.30 89.26 -1.04 -1.2% 105.77
Low 86.17 84.93 -1.24 -1.4% 90.85
Close 88.45 88.59 0.14 0.2% 92.88
Range 4.13 4.33 0.20 4.8% 14.92
ATR 5.04 4.99 -0.05 -1.0% 0.00
Volume 9,572 15,098 5,526 57.7% 50,646
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.58 98.92 90.97
R3 96.25 94.59 89.78
R2 91.92 91.92 89.38
R1 90.26 90.26 88.99 91.09
PP 87.59 87.59 87.59 88.01
S1 85.93 85.93 88.19 86.76
S2 83.26 83.26 87.80
S3 78.93 81.60 87.40
S4 74.60 77.27 86.21
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 99.55 84.93 14.62 16.5% 4.78 5.4% 25% False True 11,772
10 107.32 84.93 22.39 25.3% 5.39 6.1% 16% False True 10,465
20 109.44 84.93 24.51 27.7% 4.96 5.6% 15% False True 9,994
40 123.65 84.93 38.72 43.7% 4.37 4.9% 9% False True 7,032
60 138.64 84.93 53.71 60.6% 3.88 4.4% 7% False True 5,652
80 148.17 84.93 63.24 71.4% 3.33 3.8% 6% False True 4,532
100 148.17 84.93 63.24 71.4% 2.89 3.3% 6% False True 3,814
120 148.17 84.93 63.24 71.4% 2.51 2.8% 6% False True 3,268
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 0.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.66
2.618 100.60
1.618 96.27
1.000 93.59
0.618 91.94
HIGH 89.26
0.618 87.61
0.500 87.10
0.382 86.58
LOW 84.93
0.618 82.25
1.000 80.60
1.618 77.92
2.618 73.59
4.250 66.53
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 88.09 88.43
PP 87.59 88.27
S1 87.10 88.11

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

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