NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 102.88 101.70 -1.18 -1.1% 110.20
High 103.78 102.05 -1.73 -1.7% 110.95
Low 102.04 95.40 -6.64 -6.5% 101.54
Close 102.75 97.19 -5.56 -5.4% 102.75
Range 1.74 6.65 4.91 282.2% 9.41
ATR 3.38 3.67 0.28 8.4% 0.00
Volume 5,423 3,505 -1,918 -35.4% 28,181
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.16 114.33 100.85
R3 111.51 107.68 99.02
R2 104.86 104.86 98.41
R1 101.03 101.03 97.80 99.62
PP 98.21 98.21 98.21 97.51
S1 94.38 94.38 96.58 92.97
S2 91.56 91.56 95.97
S3 84.91 87.73 95.36
S4 78.26 81.08 93.53
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.31 127.44 107.93
R3 123.90 118.03 105.34
R2 114.49 114.49 104.48
R1 108.62 108.62 103.61 106.85
PP 105.08 105.08 105.08 104.20
S1 99.21 99.21 101.89 97.44
S2 95.67 95.67 101.02
S3 86.26 89.80 100.16
S4 76.85 80.39 97.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.18 95.40 12.78 13.1% 3.90 4.0% 14% False True 5,445
10 115.30 95.40 19.90 20.5% 3.75 3.9% 9% False True 4,792
20 123.30 95.40 27.90 28.7% 3.34 3.4% 6% False True 3,642
40 133.67 95.40 38.27 39.4% 2.78 2.9% 5% False True 2,939
60 148.35 95.40 52.95 54.5% 2.39 2.5% 3% False True 2,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 130.31
2.618 119.46
1.618 112.81
1.000 108.70
0.618 106.16
HIGH 102.05
0.618 99.51
0.500 98.73
0.382 97.94
LOW 95.40
0.618 91.29
1.000 88.75
1.618 84.64
2.618 77.99
4.250 67.14
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 98.73 100.19
PP 98.21 99.19
S1 97.70 98.19

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

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