NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 106.68 105.16 -1.52 -1.4% 112.91
High 106.86 106.40 -0.46 -0.4% 112.91
Low 106.35 104.34 -2.01 -1.9% 107.70
Close 105.32 104.34 -0.98 -0.9% 108.83
Range 0.51 2.06 1.55 303.9% 5.21
ATR 2.16 2.15 -0.01 -0.3% 0.00
Volume 2,084 2,826 742 35.6% 8,826
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 111.21 109.83 105.47
R3 109.15 107.77 104.91
R2 107.09 107.09 104.72
R1 105.71 105.71 104.53 105.37
PP 105.03 105.03 105.03 104.86
S1 103.65 103.65 104.15 103.31
S2 102.97 102.97 103.96
S3 100.91 101.59 103.77
S4 98.85 99.53 103.21
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.44 122.35 111.70
R3 120.23 117.14 110.26
R2 115.02 115.02 109.79
R1 111.93 111.93 109.31 110.87
PP 109.81 109.81 109.81 109.29
S1 106.72 106.72 108.35 105.66
S2 104.60 104.60 107.87
S3 99.39 101.51 107.40
S4 94.18 96.30 105.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.27 104.34 7.93 7.6% 0.85 0.8% 0% False True 2,395
10 120.30 104.34 15.96 15.3% 1.55 1.5% 0% False True 2,173
20 123.58 104.34 19.24 18.4% 1.09 1.0% 0% False True 1,584
40 137.35 104.34 33.01 31.6% 0.70 0.7% 0% False True 1,348
60 146.86 104.34 42.52 40.8% 0.47 0.5% 0% False True 1,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115.16
2.618 111.79
1.618 109.73
1.000 108.46
0.618 107.67
HIGH 106.40
0.618 105.61
0.500 105.37
0.382 105.13
LOW 104.34
0.618 103.07
1.000 102.28
1.618 101.01
2.618 98.95
4.250 95.59
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 105.37 106.18
PP 105.03 105.57
S1 104.68 104.95

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

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