NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 94.40 91.49 -2.91 -3.1% 102.08
High 94.50 92.08 -2.42 -2.6% 102.08
Low 92.92 87.65 -5.27 -5.7% 92.92
Close 93.54 87.45 -6.09 -6.5% 93.54
Range 1.58 4.43 2.85 180.4% 9.16
ATR 2.92 3.13 0.21 7.3% 0.00
Volume 2,318 2,385 67 2.9% 8,065
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 102.35 99.33 89.89
R3 97.92 94.90 88.67
R2 93.49 93.49 88.26
R1 90.47 90.47 87.86 89.77
PP 89.06 89.06 89.06 88.71
S1 86.04 86.04 87.04 85.34
S2 84.63 84.63 86.64
S3 80.20 81.61 86.23
S4 75.77 77.18 85.01
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
5 100.60 87.65 12.95 14.8% 1.30 1.5% -2% False True 1,881
10 109.58 87.65 21.93 25.1% 1.65 1.9% -1% False True 2,036
20 109.58 87.65 21.93 25.1% 1.23 1.4% -1% False True 1,938
40 123.71 87.65 36.06 41.2% 0.78 0.9% -1% False True 1,569
60 146.69 87.65 59.04 67.5% 0.60 0.7% 0% False True 1,283
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 0.07
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 110.91
2.618 103.68
1.618 99.25
1.000 96.51
0.618 94.82
HIGH 92.08
0.618 90.39
0.500 89.87
0.382 89.34
LOW 87.65
0.618 84.91
1.000 83.22
1.618 80.48
2.618 76.05
4.250 68.82
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 89.87 91.37
PP 89.06 90.06
S1 88.26 88.76

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

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