NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 110.20 108.18 -2.02 -1.8% 115.30
High 110.95 108.18 -2.77 -2.5% 115.30
Low 107.08 103.96 -3.12 -2.9% 107.70
Close 108.28 104.96 -3.32 -3.1% 108.52
Range 3.87 4.22 0.35 9.0% 7.60
ATR 3.46 3.52 0.06 1.8% 0.00
Volume 4,458 4,588 130 2.9% 16,235
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.36 115.88 107.28
R3 114.14 111.66 106.12
R2 109.92 109.92 105.73
R1 107.44 107.44 105.35 106.57
PP 105.70 105.70 105.70 105.27
S1 103.22 103.22 104.57 102.35
S2 101.48 101.48 104.19
S3 97.26 99.00 103.80
S4 93.04 94.78 102.64
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.31 128.51 112.70
R3 125.71 120.91 110.61
R2 118.11 118.11 109.91
R1 113.31 113.31 109.22 111.91
PP 110.51 110.51 110.51 109.81
S1 105.71 105.71 107.82 104.31
S2 102.91 102.91 107.13
S3 95.31 98.11 106.43
S4 87.71 90.51 104.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.40 103.96 8.44 8.0% 3.14 3.0% 12% False True 4,703
10 121.38 103.96 17.42 16.6% 3.64 3.5% 6% False True 3,779
20 123.30 103.96 19.34 18.4% 3.09 2.9% 5% False True 2,883
40 147.14 103.96 43.18 41.1% 2.75 2.6% 2% False True 2,537
60 148.35 103.96 44.39 42.3% 2.15 2.1% 2% False True 2,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126.12
2.618 119.23
1.618 115.01
1.000 112.40
0.618 110.79
HIGH 108.18
0.618 106.57
0.500 106.07
0.382 105.57
LOW 103.96
0.618 101.35
1.000 99.74
1.618 97.13
2.618 92.91
4.250 86.03
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 106.07 107.46
PP 105.70 106.62
S1 105.33 105.79

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

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