NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 87.76 88.85 1.09 1.2% 106.03
High 89.10 89.27 0.17 0.2% 106.03
Low 85.25 85.66 0.41 0.5% 90.90
Close 88.73 87.48 -1.25 -1.4% 93.05
Range 3.85 3.61 -0.24 -6.2% 15.13
ATR 4.87 4.78 -0.09 -1.8% 0.00
Volume 8,538 10,870 2,332 27.3% 33,294
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 98.30 96.50 89.47
R3 94.69 92.89 88.47
R2 91.08 91.08 88.14
R1 89.28 89.28 87.81 88.38
PP 87.47 87.47 87.47 87.02
S1 85.67 85.67 87.15 84.77
S2 83.86 83.86 86.82
S3 80.25 82.06 86.49
S4 76.64 78.45 85.49
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 95.20 85.25 9.95 11.4% 4.13 4.7% 22% False False 8,561
10 106.89 85.25 21.64 24.7% 5.11 5.8% 10% False False 7,568
20 111.00 85.25 25.75 29.4% 4.96 5.7% 9% False False 7,149
40 123.30 85.25 38.05 43.5% 4.06 4.6% 6% False False 5,284
60 133.77 85.25 48.52 55.5% 3.42 3.9% 5% False False 4,270
80 148.35 85.25 63.10 72.1% 2.94 3.4% 4% False False 3,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.74
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.61
2.618 98.72
1.618 95.11
1.000 92.88
0.618 91.50
HIGH 89.27
0.618 87.89
0.500 87.47
0.382 87.04
LOW 85.66
0.618 83.43
1.000 82.05
1.618 79.82
2.618 76.21
4.250 70.32
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 87.48 87.91
PP 87.47 87.77
S1 87.47 87.62

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

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