NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 86.56 89.91 3.35 3.9% 102.35
High 90.16 90.00 -0.16 -0.2% 102.84
Low 86.34 86.22 -0.12 -0.1% 92.14
Close 89.43 88.40 -1.03 -1.2% 93.82
Range 3.82 3.78 -0.04 -1.0% 10.70
ATR 4.47 4.42 -0.05 -1.1% 0.00
Volume 7,273 12,483 5,210 71.6% 41,311
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 99.55 97.75 90.48
R3 95.77 93.97 89.44
R2 91.99 91.99 89.09
R1 90.19 90.19 88.75 89.20
PP 88.21 88.21 88.21 87.71
S1 86.41 86.41 88.05 85.42
S2 84.43 84.43 87.71
S3 80.65 82.63 87.36
S4 76.87 78.85 86.32
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 95.75 86.22 9.53 10.8% 3.86 4.4% 23% False True 9,159
10 107.08 86.22 20.86 23.6% 3.83 4.3% 10% False True 8,525
20 109.98 86.22 23.76 26.9% 4.01 4.5% 9% False True 8,364
40 123.85 86.22 37.63 42.6% 3.23 3.6% 6% False True 6,058
60 137.93 86.22 51.71 58.5% 3.00 3.4% 4% False True 5,265
Crabel Price Patterns
NR True
NR4 True
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 0.64
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.07
2.618 99.90
1.618 96.12
1.000 93.78
0.618 92.34
HIGH 90.00
0.618 88.56
0.500 88.11
0.382 87.66
LOW 86.22
0.618 83.88
1.000 82.44
1.618 80.10
2.618 76.32
4.250 70.16
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 88.30 88.83
PP 88.21 88.68
S1 88.11 88.54

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

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