NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 105.85 101.76 -4.09 -3.9% 106.70
High 105.85 101.76 -4.09 -3.9% 111.15
Low 104.15 97.07 -7.08 -6.8% 103.83
Close 106.66 97.32 -9.34 -8.8% 106.66
Range 1.70 4.69 2.99 175.9% 7.32
ATR 3.09 3.55 0.46 15.0% 0.00
Volume 4,626 2,420 -2,206 -47.7% 21,261
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.79 109.74 99.90
R3 108.10 105.05 98.61
R2 103.41 103.41 98.18
R1 100.36 100.36 97.75 99.54
PP 98.72 98.72 98.72 98.31
S1 95.67 95.67 96.89 94.85
S2 94.03 94.03 96.46
S3 89.34 90.98 96.03
S4 84.65 86.29 94.74
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 129.17 125.24 110.69
R3 121.85 117.92 108.67
R2 114.53 114.53 108.00
R1 110.60 110.60 107.33 108.91
PP 107.21 107.21 107.21 106.37
S1 103.28 103.28 105.99 101.59
S2 99.89 99.89 105.32
S3 92.57 95.96 104.65
S4 85.25 88.64 102.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.00 97.07 9.93 10.2% 2.52 2.6% 3% False True 4,128
10 111.15 92.14 19.01 19.5% 2.87 3.0% 27% False False 3,333
20 112.91 92.14 20.77 21.3% 2.24 2.3% 25% False False 2,852
40 123.58 92.14 31.44 32.3% 1.46 1.5% 16% False False 1,928
60 146.86 92.14 54.72 56.2% 1.04 1.1% 9% False False 1,652
80 146.86 92.14 54.72 56.2% 0.78 0.8% 9% False False 1,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 121.69
2.618 114.04
1.618 109.35
1.000 106.45
0.618 104.66
HIGH 101.76
0.618 99.97
0.500 99.42
0.382 98.86
LOW 97.07
0.618 94.17
1.000 92.38
1.618 89.48
2.618 84.79
4.250 77.14
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 99.42 101.46
PP 98.72 100.08
S1 98.02 98.70

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

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