NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 99.18 93.52 -5.66 -5.7% 106.03
High 99.29 95.20 -4.09 -4.1% 106.03
Low 93.40 90.90 -2.50 -2.7% 90.90
Close 93.65 93.05 -0.60 -0.6% 93.05
Range 5.89 4.30 -1.59 -27.0% 15.13
ATR 4.95 4.90 -0.05 -0.9% 0.00
Volume 5,920 9,171 3,251 54.9% 33,294
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 105.95 103.80 95.42
R3 101.65 99.50 94.23
R2 97.35 97.35 93.84
R1 95.20 95.20 93.44 94.13
PP 93.05 93.05 93.05 92.51
S1 90.90 90.90 92.66 89.83
S2 88.75 88.75 92.26
S3 84.45 86.60 91.87
S4 80.15 82.30 90.69
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.05 132.68 101.37
R3 126.92 117.55 97.21
R2 111.79 111.79 95.82
R1 102.42 102.42 94.44 99.54
PP 96.66 96.66 96.66 95.22
S1 87.29 87.29 91.66 84.41
S2 81.53 81.53 90.28
S3 66.40 72.16 88.89
S4 51.27 57.03 84.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.03 90.90 15.13 16.3% 6.39 6.9% 14% False True 6,658
10 111.00 90.90 20.10 21.6% 5.59 6.0% 11% False True 7,253
20 111.00 90.90 20.10 21.6% 4.90 5.3% 11% False True 6,605
40 123.30 90.90 32.40 34.8% 3.87 4.2% 7% False True 4,645
60 148.35 90.90 57.45 61.7% 3.50 3.8% 4% False True 3,795
80 148.35 90.90 57.45 61.7% 2.74 2.9% 4% False True 3,115
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.79
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.48
2.618 106.46
1.618 102.16
1.000 99.50
0.618 97.86
HIGH 95.20
0.618 93.56
0.500 93.05
0.382 92.54
LOW 90.90
0.618 88.24
1.000 86.60
1.618 83.94
2.618 79.64
4.250 72.63
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 93.05 96.60
PP 93.05 95.42
S1 93.05 94.23

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

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