NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 89.18 85.92 -3.26 -3.7% 91.42
High 89.50 85.92 -3.58 -4.0% 91.65
Low 85.53 79.63 -5.90 -6.9% 79.63
Close 87.78 79.77 -8.01 -9.1% 79.77
Range 3.97 6.29 2.32 58.4% 12.02
ATR 4.02 4.31 0.30 7.3% 0.00
Volume 6,455 4,067 -2,388 -37.0% 21,409
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.64 96.50 83.23
R3 94.35 90.21 81.50
R2 88.06 88.06 80.92
R1 83.92 83.92 80.35 82.85
PP 81.77 81.77 81.77 81.24
S1 77.63 77.63 79.19 76.56
S2 75.48 75.48 78.62
S3 69.19 71.34 78.04
S4 62.90 65.05 76.31
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.74 111.78 86.38
R3 107.72 99.76 83.08
R2 95.70 95.70 81.97
R1 87.74 87.74 80.87 85.71
PP 83.68 83.68 83.68 82.67
S1 75.72 75.72 78.67 73.69
S2 71.66 71.66 77.57
S3 59.64 63.70 76.46
S4 47.62 51.68 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.65 79.63 12.02 15.1% 4.30 5.4% 1% False True 4,281
10 102.60 79.63 22.97 28.8% 4.73 5.9% 1% False True 3,810
20 111.15 79.63 31.52 39.5% 3.75 4.7% 0% False True 3,509
40 123.58 79.63 43.95 55.1% 2.41 3.0% 0% False True 2,605
60 133.73 79.63 54.10 67.8% 1.75 2.2% 0% False True 2,118
80 146.86 79.63 67.23 84.3% 1.31 1.6% 0% False True 1,730
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 0.44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 112.65
2.618 102.39
1.618 96.10
1.000 92.21
0.618 89.81
HIGH 85.92
0.618 83.52
0.500 82.78
0.382 82.03
LOW 79.63
0.618 75.74
1.000 73.34
1.618 69.45
2.618 63.16
4.250 52.90
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 82.78 84.57
PP 81.77 82.97
S1 80.77 81.37

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

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