NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 72.64 75.91 3.27 4.5% 82.29
High 76.16 75.91 -0.25 -0.3% 86.05
Low 72.50 74.90 2.40 3.3% 72.50
Close 74.34 76.47 2.13 2.9% 74.34
Range 3.66 1.01 -2.65 -72.4% 13.55
ATR 3.56 3.42 -0.14 -4.0% 0.00
Volume 7,515 3,717 -3,798 -50.5% 21,353
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.79 78.64 77.03
R3 77.78 77.63 76.75
R2 76.77 76.77 76.66
R1 76.62 76.62 76.56 76.70
PP 75.76 75.76 75.76 75.80
S1 75.61 75.61 76.38 75.69
S2 74.75 74.75 76.28
S3 73.74 74.60 76.19
S4 72.73 73.59 75.91
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 17.7% 3.35 4.4% 29% False False 4,028
10 90.77 72.50 18.27 23.9% 2.81 3.7% 22% False False 3,642
20 109.58 72.50 37.08 48.5% 2.23 2.9% 11% False False 2,839
40 119.79 72.50 47.29 61.8% 1.38 1.8% 8% False False 2,316
60 126.47 72.50 53.97 70.6% 1.00 1.3% 7% False False 1,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 80.20
2.618 78.55
1.618 77.54
1.000 76.92
0.618 76.53
HIGH 75.91
0.618 75.52
0.500 75.41
0.382 75.29
LOW 74.90
0.618 74.28
1.000 73.89
1.618 73.27
2.618 72.26
4.250 70.61
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 76.12 75.92
PP 75.76 75.37
S1 75.41 74.83

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

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