NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 93.52 91.28 -2.24 -2.4% 106.03
High 95.20 91.35 -3.85 -4.0% 106.03
Low 90.90 86.86 -4.04 -4.4% 90.90
Close 93.05 86.86 -6.19 -6.7% 93.05
Range 4.30 4.49 0.19 4.4% 15.13
ATR 4.90 4.99 0.09 1.9% 0.00
Volume 9,171 6,359 -2,812 -30.7% 33,294
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.83 98.83 89.33
R3 97.34 94.34 88.09
R2 92.85 92.85 87.68
R1 89.85 89.85 87.27 89.11
PP 88.36 88.36 88.36 87.98
S1 85.36 85.36 86.45 84.62
S2 83.87 83.87 86.04
S3 79.38 80.87 85.63
S4 74.89 76.38 84.39
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
5 102.30 86.86 15.44 17.8% 5.45 6.3% 0% False True 7,158
10 108.99 86.86 22.13 25.5% 5.23 6.0% 0% False True 7,266
20 111.00 86.86 24.14 27.8% 4.93 5.7% 0% False True 6,700
40 123.30 86.86 36.44 42.0% 3.95 4.6% 0% False True 4,732
60 147.14 86.86 60.28 69.4% 3.50 4.0% 0% False True 3,870
80 148.35 86.86 61.49 70.8% 2.79 3.2% 0% False True 3,182
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 0.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.43
2.618 103.10
1.618 98.61
1.000 95.84
0.618 94.12
HIGH 91.35
0.618 89.63
0.500 89.11
0.382 88.58
LOW 86.86
0.618 84.09
1.000 82.37
1.618 79.60
2.618 75.11
4.250 67.78
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 89.11 93.08
PP 88.36 91.00
S1 87.61 88.93

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

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