NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 98.50 92.49 -6.01 -6.1% 110.69
High 100.00 92.49 -7.51 -7.5% 110.69
Low 97.66 92.49 -5.17 -5.3% 102.92
Close 97.80 92.49 -5.31 -5.4% 103.36
Range 2.34 0.00 -2.34 -100.0% 7.77
ATR 2.16 2.38 0.23 10.4% 0.00
Volume 1,184 1,700 516 43.6% 6,299
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 92.49 92.49 92.49
R3 92.49 92.49 92.49
R2 92.49 92.49 92.49
R1 92.49 92.49 92.49 92.49
PP 92.49 92.49 92.49 92.49
S1 92.49 92.49 92.49 92.49
S2 92.49 92.49 92.49
S3 92.49 92.49 92.49
S4 92.49 92.49 92.49
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
5 106.70 92.49 14.21 15.4% 0.65 0.7% 0% False True 1,323
10 112.52 92.49 20.03 21.7% 0.35 0.4% 0% False True 1,619
20 123.71 92.49 31.22 33.8% 0.29 0.3% 0% False True 1,443
40 131.00 92.49 38.51 41.6% 0.29 0.3% 0% False True 1,023
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.49
2.618 92.49
1.618 92.49
1.000 92.49
0.618 92.49
HIGH 92.49
0.618 92.49
0.500 92.49
0.382 92.49
LOW 92.49
0.618 92.49
1.000 92.49
1.618 92.49
2.618 92.49
4.250 92.49
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 92.49 97.93
PP 92.49 96.11
S1 92.49 94.30

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

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