NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 108.50 106.39 -2.11 -1.9% 114.10
High 108.50 106.90 -1.60 -1.5% 114.10
Low 104.93 104.05 -0.88 -0.8% 108.75
Close 105.88 104.91 -0.97 -0.9% 109.24
Range 3.57 2.85 -0.72 -20.2% 5.35
ATR 3.24 3.21 -0.03 -0.9% 0.00
Volume 5,384 5,043 -341 -6.3% 19,851
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 113.84 112.22 106.48
R3 110.99 109.37 105.69
R2 108.14 108.14 105.43
R1 106.52 106.52 105.17 105.91
PP 105.29 105.29 105.29 104.98
S1 103.67 103.67 104.65 103.06
S2 102.44 102.44 104.39
S3 99.59 100.82 104.13
S4 96.74 97.97 103.34
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.75 123.34 112.18
R3 121.40 117.99 110.71
R2 116.05 116.05 110.22
R1 112.64 112.64 109.73 111.67
PP 110.70 110.70 110.70 110.21
S1 107.29 107.29 108.75 106.32
S2 105.35 105.35 108.26
S3 100.00 101.94 107.77
S4 94.65 96.59 106.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.10 104.05 9.05 8.6% 3.02 2.9% 10% False True 4,769
10 121.37 104.05 17.32 16.5% 2.85 2.7% 5% False True 4,087
20 123.85 104.05 19.80 18.9% 2.46 2.3% 4% False True 3,530
40 140.00 104.05 35.95 34.3% 2.56 2.4% 2% False True 3,713
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 False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119.01
2.618 114.36
1.618 111.51
1.000 109.75
0.618 108.66
HIGH 106.90
0.618 105.81
0.500 105.48
0.382 105.14
LOW 104.05
0.618 102.29
1.000 101.20
1.618 99.44
2.618 96.59
4.250 91.94
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 105.48 108.05
PP 105.29 107.00
S1 105.10 105.96

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

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