NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 97.85 94.10 -3.75 -3.8% 102.35
High 98.25 95.75 -2.50 -2.5% 102.84
Low 94.15 92.14 -2.01 -2.1% 92.14
Close 94.61 93.82 -0.79 -0.8% 93.82
Range 4.10 3.61 -0.49 -12.0% 10.70
ATR 4.48 4.42 -0.06 -1.4% 0.00
Volume 7,154 10,482 3,328 46.5% 41,311
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 104.73 102.89 95.81
R3 101.12 99.28 94.81
R2 97.51 97.51 94.48
R1 95.67 95.67 94.15 94.79
PP 93.90 93.90 93.90 93.46
S1 92.06 92.06 93.49 91.18
S2 90.29 90.29 93.16
S3 86.68 88.45 92.83
S4 83.07 84.84 91.83
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 128.37 121.79 99.71
R3 117.67 111.09 96.76
R2 106.97 106.97 95.78
R1 100.39 100.39 94.80 98.33
PP 96.27 96.27 96.27 95.24
S1 89.69 89.69 92.84 87.63
S2 85.57 85.57 91.86
S3 74.87 78.99 90.88
S4 64.17 68.29 87.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.84 92.14 10.70 11.4% 4.05 4.3% 16% False True 8,262
10 109.98 92.14 17.84 19.0% 4.21 4.5% 9% False True 8,313
20 112.04 92.14 19.90 21.2% 3.83 4.1% 8% False True 7,578
40 123.85 92.14 31.71 33.8% 3.00 3.2% 5% False True 5,430
60 147.91 92.14 55.77 59.4% 2.97 3.2% 3% False True 4,898
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 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.09
2.618 105.20
1.618 101.59
1.000 99.36
0.618 97.98
HIGH 95.75
0.618 94.37
0.500 93.95
0.382 93.52
LOW 92.14
0.618 89.91
1.000 88.53
1.618 86.30
2.618 82.69
4.250 76.80
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 93.95 96.45
PP 93.90 95.57
S1 93.86 94.70

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

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