NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 95.06 97.52 2.46 2.6% 110.69
High 96.99 97.80 0.81 0.8% 110.69
Low 92.43 97.52 5.09 5.5% 102.92
Close 97.61 98.57 0.96 1.0% 103.36
Range 4.56 0.28 -4.28 -93.9% 7.77
ATR 2.54 2.38 -0.16 -6.4% 0.00
Volume 2,728 3,307 579 21.2% 6,299
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 98.80 98.97 98.72
R3 98.52 98.69 98.65
R2 98.24 98.24 98.62
R1 98.41 98.41 98.60 98.33
PP 97.96 97.96 97.96 97.92
S1 98.13 98.13 98.54 98.05
S2 97.68 97.68 98.52
S3 97.40 97.85 98.49
S4 97.12 97.57 98.42
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
5 103.36 92.43 10.93 11.1% 1.44 1.5% 56% False False 2,009
10 110.69 92.43 18.26 18.5% 0.81 0.8% 34% False False 1,710
20 123.71 92.43 31.28 31.7% 0.53 0.5% 20% False False 1,708
40 127.10 92.43 34.67 35.2% 0.41 0.4% 18% False False 1,147
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.99
2.618 98.53
1.618 98.25
1.000 98.08
0.618 97.97
HIGH 97.80
0.618 97.69
0.500 97.66
0.382 97.63
LOW 97.52
0.618 97.35
1.000 97.24
1.618 97.07
2.618 96.79
4.250 96.33
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.27 97.42
PP 97.96 96.27
S1 97.66 95.12

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

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