NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 91.42 87.77 -3.65 -4.0% 101.76
High 91.65 90.14 -1.51 -1.6% 102.60
Low 87.14 87.11 -0.03 0.0% 91.70
Close 87.14 88.76 1.62 1.9% 93.28
Range 4.51 3.03 -1.48 -32.8% 10.90
ATR 4.13 4.05 -0.08 -1.9% 0.00
Volume 3,273 3,007 -266 -8.1% 16,699
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.76 96.29 90.43
R3 94.73 93.26 89.59
R2 91.70 91.70 89.32
R1 90.23 90.23 89.04 90.97
PP 88.67 88.67 88.67 89.04
S1 87.20 87.20 88.48 87.94
S2 85.64 85.64 88.20
S3 82.61 84.17 87.93
S4 79.58 81.14 87.09
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 87.11 15.49 17.5% 4.44 5.0% 11% False True 3,671
10 106.70 87.11 19.59 22.1% 3.81 4.3% 8% False True 3,375
20 111.15 87.11 24.04 27.1% 3.25 3.7% 7% False True 3,122
40 123.58 87.11 36.47 41.1% 2.11 2.4% 5% False True 2,300
60 141.00 87.11 53.89 60.7% 1.51 1.7% 3% False True 1,899
80 146.86 87.11 59.75 67.3% 1.14 1.3% 3% False True 1,555
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 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.02
2.618 98.07
1.618 95.04
1.000 93.17
0.618 92.01
HIGH 90.14
0.618 88.98
0.500 88.63
0.382 88.27
LOW 87.11
0.618 85.24
1.000 84.08
1.618 82.21
2.618 79.18
4.250 74.23
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 88.72 91.20
PP 88.67 90.38
S1 88.63 89.57

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

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