NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 104.30 102.75 -1.55 -1.5% 110.20
High 104.30 103.30 -1.00 -1.0% 112.04
Low 102.80 102.75 -0.05 0.0% 102.75
Close 103.20 103.63 0.43 0.4% 103.63
Range 1.50 0.55 -0.95 -63.3% 9.29
ATR 3.13 2.95 -0.18 -5.9% 0.00
Volume 6,005 9,085 3,080 51.3% 28,694
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 104.88 104.80 103.93
R3 104.33 104.25 103.78
R2 103.78 103.78 103.73
R1 103.70 103.70 103.68 103.74
PP 103.23 103.23 103.23 103.25
S1 103.15 103.15 103.58 103.19
S2 102.68 102.68 103.53
S3 102.13 102.60 103.48
S4 101.58 102.05 103.33
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 134.01 128.11 108.74
R3 124.72 118.82 106.18
R2 115.43 115.43 105.33
R1 109.53 109.53 104.48 107.84
PP 106.14 106.14 106.14 105.29
S1 100.24 100.24 102.78 98.55
S2 96.85 96.85 101.93
S3 87.56 90.95 101.08
S4 78.27 81.66 98.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.04 102.75 9.29 9.0% 2.51 2.4% 9% False True 5,738
10 120.15 102.75 17.40 16.8% 2.57 2.5% 5% False True 5,152
20 123.85 102.75 21.10 20.4% 2.43 2.3% 4% False True 3,893
40 133.50 102.75 30.75 29.7% 2.38 2.3% 3% False True 3,825
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.37
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 105.64
2.618 104.74
1.618 104.19
1.000 103.85
0.618 103.64
HIGH 103.30
0.618 103.09
0.500 103.03
0.382 102.96
LOW 102.75
0.618 102.41
1.000 102.20
1.618 101.86
2.618 101.31
4.250 100.41
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 103.43 104.83
PP 103.23 104.43
S1 103.03 104.03

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

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