NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 90.47 90.25 -0.22 -0.2% 102.35
High 91.57 91.43 -0.14 -0.2% 102.84
Low 87.70 87.19 -0.51 -0.6% 92.14
Close 87.78 89.36 1.58 1.8% 93.82
Range 3.87 4.24 0.37 9.6% 10.70
ATR 4.54 4.52 -0.02 -0.5% 0.00
Volume 7,153 8,405 1,252 17.5% 41,311
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 102.05 99.94 91.69
R3 97.81 95.70 90.53
R2 93.57 93.57 90.14
R1 91.46 91.46 89.75 90.40
PP 89.33 89.33 89.33 88.79
S1 87.22 87.22 88.97 86.16
S2 85.09 85.09 88.58
S3 80.85 82.98 88.19
S4 76.61 78.74 87.03
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
5 100.75 87.19 13.56 15.2% 3.89 4.4% 16% False True 8,077
10 108.35 87.19 21.16 23.7% 3.93 4.4% 10% False True 8,283
20 109.98 87.19 22.79 25.5% 3.85 4.3% 10% False True 7,928
40 123.85 87.19 36.66 41.0% 3.12 3.5% 6% False True 5,688
60 146.84 87.19 59.65 66.8% 3.07 3.4% 4% False True 5,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.45
2.618 102.53
1.618 98.29
1.000 95.67
0.618 94.05
HIGH 91.43
0.618 89.81
0.500 89.31
0.382 88.81
LOW 87.19
0.618 84.57
1.000 82.95
1.618 80.33
2.618 76.09
4.250 69.17
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 89.34 91.47
PP 89.33 90.77
S1 89.31 90.06

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

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