NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 94.90 95.22 0.32 0.3% 110.20
High 95.06 97.32 2.26 2.4% 110.95
Low 91.80 91.94 0.14 0.2% 101.54
Close 91.97 97.22 5.25 5.7% 102.75
Range 3.26 5.38 2.12 65.0% 9.41
ATR 3.79 3.90 0.11 3.0% 0.00
Volume 5,743 5,816 73 1.3% 28,181
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 111.63 109.81 100.18
R3 106.25 104.43 98.70
R2 100.87 100.87 98.21
R1 99.05 99.05 97.71 99.96
PP 95.49 95.49 95.49 95.95
S1 93.67 93.67 96.73 94.58
S2 90.11 90.11 96.23
S3 84.73 88.29 95.74
S4 79.35 82.91 94.26
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
5 104.98 91.80 13.18 13.6% 4.09 4.2% 41% False False 4,925
10 112.40 91.80 20.60 21.2% 3.81 3.9% 26% False False 5,051
20 123.30 91.80 31.50 32.4% 3.49 3.6% 17% False False 4,056
40 130.50 91.80 38.70 39.8% 2.94 3.0% 14% False False 3,140
60 148.35 91.80 56.55 58.2% 2.53 2.6% 10% False False 2,546
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.19
2.618 111.40
1.618 106.02
1.000 102.70
0.618 100.64
HIGH 97.32
0.618 95.26
0.500 94.63
0.382 94.00
LOW 91.94
0.618 88.62
1.000 86.56
1.618 83.24
2.618 77.86
4.250 69.08
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 96.36 97.12
PP 95.49 97.02
S1 94.63 96.93

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

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