NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 103.36 98.50 -4.86 -4.7% 110.69
High 103.36 100.00 -3.36 -3.3% 110.69
Low 103.36 97.66 -5.70 -5.5% 102.92
Close 103.36 97.80 -5.56 -5.4% 103.36
Range 0.00 2.34 2.34 7.77
ATR 1.88 2.16 0.27 14.5% 0.00
Volume 1,129 1,184 55 4.9% 6,299
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 105.51 103.99 99.09
R3 103.17 101.65 98.44
R2 100.83 100.83 98.23
R1 99.31 99.31 98.01 98.90
PP 98.49 98.49 98.49 98.28
S1 96.97 96.97 97.59 96.56
S2 96.15 96.15 97.37
S3 93.81 94.63 97.16
S4 91.47 92.29 96.51
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 128.97 123.93 107.63
R3 121.20 116.16 105.50
R2 113.43 113.43 104.78
R1 108.39 108.39 104.07 107.03
PP 105.66 105.66 105.66 104.97
S1 100.62 100.62 102.65 99.26
S2 97.89 97.89 101.94
S3 90.12 92.85 101.22
S4 82.35 85.08 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.80 97.66 9.14 9.3% 0.65 0.7% 2% False True 1,271
10 112.52 97.66 14.86 15.2% 0.57 0.6% 1% False True 1,723
20 123.71 97.66 26.05 26.6% 0.30 0.3% 1% False True 1,375
40 133.68 97.66 36.02 36.8% 0.29 0.3% 0% False True 1,014
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 0.09
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 109.95
2.618 106.13
1.618 103.79
1.000 102.34
0.618 101.45
HIGH 100.00
0.618 99.11
0.500 98.83
0.382 98.55
LOW 97.66
0.618 96.21
1.000 95.32
1.618 93.87
2.618 91.53
4.250 87.72
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 98.83 100.51
PP 98.49 99.61
S1 98.14 98.70

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

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