NYMEX Light Sweet Crude Oil Future February 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 87.95 88.18 0.23 0.3% 105.65
High 89.26 89.32 0.06 0.1% 105.77
Low 84.93 85.00 0.07 0.1% 90.85
Close 88.59 87.19 -1.40 -1.6% 92.88
Range 4.33 4.32 -0.01 -0.2% 14.92
ATR 4.99 4.94 -0.05 -1.0% 0.00
Volume 15,098 16,123 1,025 6.8% 50,646
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.13 97.98 89.57
R3 95.81 93.66 88.38
R2 91.49 91.49 87.98
R1 89.34 89.34 87.59 88.26
PP 87.17 87.17 87.17 86.63
S1 85.02 85.02 86.79 83.94
S2 82.85 82.85 86.40
S3 78.53 80.70 86.00
S4 74.21 76.38 84.81
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 95.00 84.93 10.07 11.5% 4.34 5.0% 22% False False 12,700
10 106.59 84.93 21.66 24.8% 5.37 6.2% 10% False False 11,190
20 109.44 84.93 24.51 28.1% 5.02 5.8% 9% False False 10,411
40 123.65 84.93 38.72 44.4% 4.39 5.0% 6% False False 7,332
60 138.64 84.93 53.71 61.6% 3.95 4.5% 4% False False 5,877
80 148.17 84.93 63.24 72.5% 3.35 3.8% 4% False False 4,726
100 148.17 84.93 63.24 72.5% 2.89 3.3% 4% False False 3,972
120 148.17 84.93 63.24 72.5% 2.54 2.9% 4% False False 3,402
Crabel Price Patterns
NR True
NR4 False
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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.68
2.618 100.63
1.618 96.31
1.000 93.64
0.618 91.99
HIGH 89.32
0.618 87.67
0.500 87.16
0.382 86.65
LOW 85.00
0.618 82.33
1.000 80.68
1.618 78.01
2.618 73.69
4.250 66.64
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 87.18 87.62
PP 87.17 87.47
S1 87.16 87.33

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

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