NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 75.91 74.20 -1.71 -2.3% 82.29
High 75.91 74.23 -1.68 -2.2% 86.05
Low 74.90 73.15 -1.75 -2.3% 72.50
Close 76.47 74.66 -1.81 -2.4% 74.34
Range 1.01 1.08 0.07 6.9% 13.55
ATR 3.42 3.41 -0.01 -0.2% 0.00
Volume 3,717 2,800 -917 -24.7% 21,353
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 77.25 77.04 75.25
R3 76.17 75.96 74.96
R2 75.09 75.09 74.86
R1 74.88 74.88 74.76 74.99
PP 74.01 74.01 74.01 74.07
S1 73.80 73.80 74.56 73.91
S2 72.93 72.93 74.46
S3 71.85 72.72 74.36
S4 70.77 71.64 74.07
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 80.05 72.50 7.55 10.1% 2.58 3.5% 29% False False 3,800
10 89.32 72.50 16.82 22.5% 2.68 3.6% 13% False False 3,714
20 107.65 72.50 35.15 47.1% 2.08 2.8% 6% False False 2,805
40 119.79 72.50 47.29 63.3% 1.41 1.9% 5% False False 2,353
60 126.47 72.50 53.97 72.3% 1.02 1.4% 4% False False 1,809
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.82
2.618 77.06
1.618 75.98
1.000 75.31
0.618 74.90
HIGH 74.23
0.618 73.82
0.500 73.69
0.382 73.56
LOW 73.15
0.618 72.48
1.000 72.07
1.618 71.40
2.618 70.32
4.250 68.56
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 74.34 74.55
PP 74.01 74.44
S1 73.69 74.33

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

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