NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 89.91 89.01 -0.90 -1.0% 102.08
High 90.77 89.32 -1.45 -1.6% 102.08
Low 88.45 86.41 -2.04 -2.3% 92.92
Close 89.05 89.17 0.12 0.1% 93.54
Range 2.32 2.91 0.59 25.4% 9.16
ATR 3.14 3.13 -0.02 -0.5% 0.00
Volume 2,079 3,009 930 44.7% 8,065
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.03 96.01 90.77
R3 94.12 93.10 89.97
R2 91.21 91.21 89.70
R1 90.19 90.19 89.44 90.70
PP 88.30 88.30 88.30 88.56
S1 87.28 87.28 88.90 87.79
S2 85.39 85.39 88.64
S3 82.48 84.37 88.37
S4 79.57 81.46 87.57
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 95.08 86.41 8.67 9.7% 2.35 2.6% 32% False True 2,248
10 107.65 86.41 21.24 23.8% 1.50 1.7% 13% False True 1,971
20 109.58 86.41 23.17 26.0% 1.45 1.6% 12% False True 2,046
40 123.71 86.41 37.30 41.8% 0.86 1.0% 7% False True 1,664
60 137.24 86.41 50.83 57.0% 0.69 0.8% 5% False True 1,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.69
2.618 96.94
1.618 94.03
1.000 92.23
0.618 91.12
HIGH 89.32
0.618 88.21
0.500 87.87
0.382 87.52
LOW 86.41
0.618 84.61
1.000 83.50
1.618 81.70
2.618 78.79
4.250 74.04
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 88.74 89.25
PP 88.30 89.22
S1 87.87 89.20

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

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