NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 106.80 105.81 -0.99 -0.9% 110.18
High 106.80 106.70 -0.10 -0.1% 112.52
Low 106.80 105.81 -0.99 -0.9% 108.72
Close 105.62 104.64 -0.98 -0.9% 109.05
Range 0.00 0.89 0.89 3.80
ATR 2.09 2.02 -0.07 -3.4% 0.00
Volume 1,441 1,493 52 3.6% 9,750
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 108.39 107.40 105.13
R3 107.50 106.51 104.88
R2 106.61 106.61 104.80
R1 105.62 105.62 104.72 105.67
PP 105.72 105.72 105.72 105.74
S1 104.73 104.73 104.56 104.78
S2 104.83 104.83 104.48
S3 103.94 103.84 104.40
S4 103.05 102.95 104.15
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.50 119.07 111.14
R3 117.70 115.27 110.10
R2 113.90 113.90 109.75
R1 111.47 111.47 109.40 110.79
PP 110.10 110.10 110.10 109.75
S1 107.67 107.67 108.70 106.99
S2 106.30 106.30 108.35
S3 102.50 103.87 108.01
S4 98.70 100.07 106.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.02 105.81 5.21 5.0% 0.23 0.2% -22% False True 1,572
10 119.79 105.81 13.98 13.4% 0.34 0.3% -8% False True 1,672
20 123.71 105.81 17.90 17.1% 0.27 0.3% -7% False True 1,281
40 137.24 105.81 31.43 30.0% 0.31 0.3% -4% False True 1,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110.48
2.618 109.03
1.618 108.14
1.000 107.59
0.618 107.25
HIGH 106.70
0.618 106.36
0.500 106.26
0.382 106.15
LOW 105.81
0.618 105.26
1.000 104.92
1.618 104.37
2.618 103.48
4.250 102.03
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 106.26 108.25
PP 105.72 107.05
S1 105.18 105.84

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

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