NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 108.35 104.45 -3.90 -3.6% 102.50
High 108.35 108.06 -0.29 -0.3% 103.55
Low 104.42 103.40 -1.02 -1.0% 92.50
Close 105.39 107.83 2.44 2.3% 103.36
Range 3.93 4.66 0.73 18.6% 11.05
ATR 3.99 4.04 0.05 1.2% 0.00
Volume 9,494 7,837 -1,657 -17.5% 39,745
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 120.41 118.78 110.39
R3 115.75 114.12 109.11
R2 111.09 111.09 108.68
R1 109.46 109.46 108.26 110.28
PP 106.43 106.43 106.43 106.84
S1 104.80 104.80 107.40 105.62
S2 101.77 101.77 106.98
S3 97.11 100.14 106.55
S4 92.45 95.48 105.27
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.95 129.21 109.44
R3 121.90 118.16 106.40
R2 110.85 110.85 105.39
R1 107.11 107.11 104.37 108.98
PP 99.80 99.80 99.80 100.74
S1 96.06 96.06 102.35 97.93
S2 88.75 88.75 101.33
S3 77.70 85.01 100.32
S4 66.65 73.96 97.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.98 100.15 9.83 9.1% 4.60 4.3% 78% False False 7,860
10 109.98 92.50 17.48 16.2% 4.20 3.9% 88% False False 8,202
20 121.37 92.50 28.87 26.8% 3.56 3.3% 53% False False 6,370
40 129.18 92.50 36.68 34.0% 2.84 2.6% 42% False False 4,686
60 147.91 92.50 55.41 51.4% 2.91 2.7% 28% False False 4,325
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.87
2.618 120.26
1.618 115.60
1.000 112.72
0.618 110.94
HIGH 108.06
0.618 106.28
0.500 105.73
0.382 105.18
LOW 103.40
0.618 100.52
1.000 98.74
1.618 95.86
2.618 91.20
4.250 83.60
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 107.13 107.41
PP 106.43 106.98
S1 105.73 106.56

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

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