NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 93.37 95.96 2.59 2.8% 110.20
High 95.40 98.03 2.63 2.8% 112.04
Low 92.50 92.86 0.36 0.4% 102.75
Close 92.73 97.82 5.09 5.5% 103.63
Range 2.90 5.17 2.27 78.3% 9.29
ATR 3.45 3.58 0.13 3.8% 0.00
Volume 3,735 14,663 10,928 292.6% 28,694
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 111.75 109.95 100.66
R3 106.58 104.78 99.24
R2 101.41 101.41 98.77
R1 99.61 99.61 98.29 100.51
PP 96.24 96.24 96.24 96.69
S1 94.44 94.44 97.35 95.34
S2 91.07 91.07 96.87
S3 85.90 89.27 96.40
S4 80.73 84.10 94.98
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
5 104.30 92.50 11.80 12.1% 3.33 3.4% 45% False False 7,612
10 113.10 92.50 20.60 21.1% 3.17 3.2% 26% False False 6,190
20 123.85 92.50 31.35 32.0% 2.93 3.0% 17% False False 4,571
40 129.90 92.50 37.40 38.2% 2.59 2.6% 14% False False 4,144
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.00
2.618 111.57
1.618 106.40
1.000 103.20
0.618 101.23
HIGH 98.03
0.618 96.06
0.500 95.45
0.382 94.83
LOW 92.86
0.618 89.66
1.000 87.69
1.618 84.49
2.618 79.32
4.250 70.89
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 97.03 97.71
PP 96.24 97.61
S1 95.45 97.50

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

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