NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 75.10 72.64 -2.46 -3.3% 82.29
High 77.15 76.16 -0.99 -1.3% 86.05
Low 72.70 72.50 -0.20 -0.3% 72.50
Close 72.58 74.34 1.76 2.4% 74.34
Range 4.45 3.66 -0.79 -17.8% 13.55
ATR 3.55 3.56 0.01 0.2% 0.00
Volume 2,337 7,515 5,178 221.6% 21,353
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.31 83.49 76.35
R3 81.65 79.83 75.35
R2 77.99 77.99 75.01
R1 76.17 76.17 74.68 77.08
PP 74.33 74.33 74.33 74.79
S1 72.51 72.51 74.00 73.42
S2 70.67 70.67 73.67
S3 67.01 68.85 73.33
S4 63.35 65.19 72.33
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.28 109.86 81.79
R3 104.73 96.31 78.07
R2 91.18 91.18 76.82
R1 82.76 82.76 75.58 80.20
PP 77.63 77.63 77.63 76.35
S1 69.21 69.21 73.10 66.65
S2 64.08 64.08 71.86
S3 50.53 55.66 70.61
S4 36.98 42.11 66.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.05 72.50 13.55 18.2% 3.50 4.7% 14% False True 4,270
10 92.08 72.50 19.58 26.3% 3.15 4.2% 9% False True 3,509
20 109.58 72.50 37.08 49.9% 2.18 2.9% 5% False True 2,763
40 119.79 72.50 47.29 63.6% 1.35 1.8% 4% False True 2,240
60 126.47 72.50 53.97 72.6% 0.98 1.3% 3% False True 1,715
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 True
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.72
2.618 85.74
1.618 82.08
1.000 79.82
0.618 78.42
HIGH 76.16
0.618 74.76
0.500 74.33
0.382 73.90
LOW 72.50
0.618 70.24
1.000 68.84
1.618 66.58
2.618 62.92
4.250 56.95
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 74.34 76.28
PP 74.33 75.63
S1 74.33 74.99

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

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