NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 102.50 93.37 -9.13 -8.9% 110.20
High 102.50 95.40 -7.10 -6.9% 112.04
Low 95.99 92.50 -3.49 -3.6% 102.75
Close 98.09 92.73 -5.36 -5.5% 103.63
Range 6.51 2.90 -3.61 -55.5% 9.29
ATR 3.28 3.45 0.16 5.0% 0.00
Volume 4,576 3,735 -841 -18.4% 28,694
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 102.24 100.39 94.33
R3 99.34 97.49 93.53
R2 96.44 96.44 93.26
R1 94.59 94.59 93.00 94.07
PP 93.54 93.54 93.54 93.28
S1 91.69 91.69 92.46 91.17
S2 90.64 90.64 92.20
S3 87.74 88.79 91.93
S4 84.84 85.89 91.14
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
5 106.90 92.50 14.40 15.5% 2.86 3.1% 2% False True 5,688
10 113.10 92.50 20.60 22.2% 2.80 3.0% 1% False True 5,425
20 123.85 92.50 31.35 33.8% 2.72 2.9% 1% False True 3,966
40 132.50 92.50 40.00 43.1% 2.54 2.7% 1% False True 3,828
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.73
2.618 102.99
1.618 100.09
1.000 98.30
0.618 97.19
HIGH 95.40
0.618 94.29
0.500 93.95
0.382 93.61
LOW 92.50
0.618 90.71
1.000 89.60
1.618 87.81
2.618 84.91
4.250 80.18
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 93.95 97.90
PP 93.54 96.18
S1 93.14 94.45

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

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