NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 80.88 75.57 -5.31 -6.6% 91.42
High 80.94 76.35 -4.59 -5.7% 91.65
Low 76.80 71.33 -5.47 -7.1% 79.63
Close 76.67 72.10 -4.57 -6.0% 79.77
Range 4.14 5.02 0.88 21.3% 12.02
ATR 4.39 4.46 0.07 1.5% 0.00
Volume 2,804 4,186 1,382 49.3% 21,409
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 88.32 85.23 74.86
R3 83.30 80.21 73.48
R2 78.28 78.28 73.02
R1 75.19 75.19 72.56 74.23
PP 73.26 73.26 73.26 72.78
S1 70.17 70.17 71.64 69.21
S2 68.24 68.24 71.18
S3 63.22 65.15 70.72
S4 58.20 60.13 69.34
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 86.45 71.33 15.12 21.0% 4.76 6.6% 5% False True 4,259
10 95.28 71.33 23.95 33.2% 4.26 5.9% 3% False True 4,236
20 111.15 71.33 39.82 55.2% 4.07 5.6% 2% False True 3,945
40 123.58 71.33 52.25 72.5% 2.80 3.9% 1% False True 2,940
60 127.03 71.33 55.70 77.3% 2.01 2.8% 1% False True 2,365
80 146.86 71.33 75.53 104.8% 1.53 2.1% 1% False True 1,930
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 0.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.69
2.618 89.49
1.618 84.47
1.000 81.37
0.618 79.45
HIGH 76.35
0.618 74.43
0.500 73.84
0.382 73.25
LOW 71.33
0.618 68.23
1.000 66.31
1.618 63.21
2.618 58.19
4.250 50.00
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 73.84 78.89
PP 73.26 76.63
S1 72.68 74.36

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

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