NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 95.96 97.73 1.77 1.8% 110.20
High 98.03 101.31 3.28 3.3% 112.04
Low 92.86 97.45 4.59 4.9% 102.75
Close 97.82 98.82 1.00 1.0% 103.63
Range 5.17 3.86 -1.31 -25.3% 9.29
ATR 3.58 3.60 0.02 0.6% 0.00
Volume 14,663 10,664 -3,999 -27.3% 28,694
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.77 108.66 100.94
R3 106.91 104.80 99.88
R2 103.05 103.05 99.53
R1 100.94 100.94 99.17 102.00
PP 99.19 99.19 99.19 99.72
S1 97.08 97.08 98.47 98.14
S2 95.33 95.33 98.11
S3 91.47 93.22 97.76
S4 87.61 89.36 96.70
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
5 103.30 92.50 10.80 10.9% 3.80 3.8% 59% False False 8,544
10 112.04 92.50 19.54 19.8% 3.29 3.3% 32% False False 6,815
20 123.85 92.50 31.35 31.7% 3.01 3.0% 20% False False 4,955
40 129.18 92.50 36.68 37.1% 2.60 2.6% 17% False False 4,319
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.72
2.618 111.42
1.618 107.56
1.000 105.17
0.618 103.70
HIGH 101.31
0.618 99.84
0.500 99.38
0.382 98.92
LOW 97.45
0.618 95.06
1.000 93.59
1.618 91.20
2.618 87.34
4.250 81.05
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 99.38 98.18
PP 99.19 97.54
S1 99.01 96.91

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

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