NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 105.81 102.92 -2.89 -2.7% 110.18
High 106.70 102.92 -3.78 -3.5% 112.52
Low 105.81 102.92 -2.89 -2.7% 108.72
Close 104.64 102.92 -1.72 -1.6% 109.05
Range 0.89 0.00 -0.89 -100.0% 3.80
ATR 2.02 2.00 -0.02 -1.1% 0.00
Volume 1,493 1,110 -383 -25.7% 9,750
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 102.92 102.92 102.92
R3 102.92 102.92 102.92
R2 102.92 102.92 102.92
R1 102.92 102.92 102.92 102.92
PP 102.92 102.92 102.92 102.92
S1 102.92 102.92 102.92 102.92
S2 102.92 102.92 102.92
S3 102.92 102.92 102.92
S4 102.92 102.92 102.92
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
5 110.69 102.92 7.77 7.5% 0.18 0.2% 0% False True 1,411
10 119.50 102.92 16.58 16.1% 0.34 0.3% 0% False True 1,726
20 123.71 102.92 20.79 20.2% 0.21 0.2% 0% False True 1,306
40 137.24 102.92 34.32 33.3% 0.31 0.3% 0% False True 1,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.92
2.618 102.92
1.618 102.92
1.000 102.92
0.618 102.92
HIGH 102.92
0.618 102.92
0.500 102.92
0.382 102.92
LOW 102.92
0.618 102.92
1.000 102.92
1.618 102.92
2.618 102.92
4.250 102.92
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 102.92 104.86
PP 102.92 104.21
S1 102.92 103.57

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

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