NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 94.57 94.40 -0.17 -0.2% 102.08
High 95.08 94.50 -0.58 -0.6% 102.08
Low 94.57 92.92 -1.65 -1.7% 92.92
Close 94.27 93.54 -0.73 -0.8% 93.54
Range 0.51 1.58 1.07 209.8% 9.16
ATR 3.02 2.92 -0.10 -3.4% 0.00
Volume 1,450 2,318 868 59.9% 8,065
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 98.39 97.55 94.41
R3 96.81 95.97 93.97
R2 95.23 95.23 93.83
R1 94.39 94.39 93.68 94.02
PP 93.65 93.65 93.65 93.47
S1 92.81 92.81 93.40 92.44
S2 92.07 92.07 93.25
S3 90.49 91.23 93.11
S4 88.91 89.65 92.67
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 123.66 117.76 98.58
R3 114.50 108.60 96.06
R2 105.34 105.34 95.22
R1 99.44 99.44 94.38 97.81
PP 96.18 96.18 96.18 95.37
S1 90.28 90.28 92.70 88.65
S2 87.02 87.02 91.86
S3 77.86 81.12 91.02
S4 68.70 71.96 88.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.08 92.92 9.16 9.8% 1.07 1.1% 7% False True 1,613
10 109.58 92.92 16.66 17.8% 1.21 1.3% 4% False True 2,018
20 110.69 92.43 18.26 19.5% 1.01 1.1% 6% False False 1,875
40 123.71 92.43 31.28 33.4% 0.67 0.7% 4% False False 1,532
60 146.69 92.43 54.26 58.0% 0.53 0.6% 2% False False 1,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.22
2.618 98.64
1.618 97.06
1.000 96.08
0.618 95.48
HIGH 94.50
0.618 93.90
0.500 93.71
0.382 93.52
LOW 92.92
0.618 91.94
1.000 91.34
1.618 90.36
2.618 88.78
4.250 86.21
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 93.71 95.97
PP 93.65 95.16
S1 93.60 94.35

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

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