NYMEX Light Sweet Crude Oil Future April 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 93.70 91.42 -2.28 -2.4% 101.76
High 95.28 91.65 -3.63 -3.8% 102.60
Low 91.70 87.14 -4.56 -5.0% 91.70
Close 93.28 87.14 -6.14 -6.6% 93.28
Range 3.58 4.51 0.93 26.0% 10.90
ATR 3.97 4.13 0.15 3.9% 0.00
Volume 3,729 3,273 -456 -12.2% 16,699
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 102.17 99.17 89.62
R3 97.66 94.66 88.38
R2 93.15 93.15 87.97
R1 90.15 90.15 87.55 89.40
PP 88.64 88.64 88.64 88.27
S1 85.64 85.64 86.73 84.89
S2 84.13 84.13 86.31
S3 79.62 81.13 85.90
S4 75.11 76.62 84.66
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 128.56 121.82 99.28
R3 117.66 110.92 96.28
R2 106.76 106.76 95.28
R1 100.02 100.02 94.28 97.94
PP 95.86 95.86 95.86 94.82
S1 89.12 89.12 92.28 87.04
S2 84.96 84.96 91.28
S3 74.06 78.22 90.28
S4 63.16 67.32 87.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.60 87.14 15.46 17.7% 5.12 5.9% 0% False True 3,510
10 107.00 87.14 19.86 22.8% 3.82 4.4% 0% False True 3,819
20 111.15 87.14 24.01 27.6% 3.12 3.6% 0% False True 3,075
40 123.58 87.14 36.44 41.8% 2.09 2.4% 0% False True 2,240
60 146.86 87.14 59.72 68.5% 1.46 1.7% 0% False True 1,873
80 146.86 87.14 59.72 68.5% 1.10 1.3% 0% False True 1,520
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.82
2.618 103.46
1.618 98.95
1.000 96.16
0.618 94.44
HIGH 91.65
0.618 89.93
0.500 89.40
0.382 88.86
LOW 87.14
0.618 84.35
1.000 82.63
1.618 79.84
2.618 75.33
4.250 67.97
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 89.40 93.14
PP 88.64 91.14
S1 87.89 89.14

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

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