NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 83.00 85.00 2.00 2.4% 90.47
High 85.00 87.13 2.13 2.5% 91.57
Low 82.42 81.39 -1.03 -1.2% 80.20
Close 84.04 81.51 -2.53 -3.0% 80.65
Range 2.58 5.74 3.16 122.5% 11.37
ATR 4.67 4.74 0.08 1.6% 0.00
Volume 15,025 11,406 -3,619 -24.1% 41,413
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.56 96.78 84.67
R3 94.82 91.04 83.09
R2 89.08 89.08 82.56
R1 85.30 85.30 82.04 84.32
PP 83.34 83.34 83.34 82.86
S1 79.56 79.56 80.98 78.58
S2 77.60 77.60 80.46
S3 71.86 73.82 79.93
S4 66.12 68.08 78.35
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.25 110.82 86.90
R3 106.88 99.45 83.78
R2 95.51 95.51 82.73
R1 88.08 88.08 81.69 86.11
PP 84.14 84.14 84.14 83.16
S1 76.71 76.71 79.61 74.74
S2 72.77 72.77 78.57
S3 61.40 65.34 77.52
S4 50.03 53.97 74.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.16 80.20 9.96 12.2% 4.11 5.0% 13% False False 10,457
10 100.75 80.20 20.55 25.2% 4.00 4.9% 6% False False 9,267
20 109.98 80.20 29.78 36.5% 4.16 5.1% 4% False False 9,120
40 123.85 80.20 43.65 53.6% 3.44 4.2% 3% False False 6,543
60 132.50 80.20 52.30 64.2% 3.08 3.8% 3% False False 5,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 111.53
2.618 102.16
1.618 96.42
1.000 92.87
0.618 90.68
HIGH 87.13
0.618 84.94
0.500 84.26
0.382 83.58
LOW 81.39
0.618 77.84
1.000 75.65
1.618 72.10
2.618 66.36
4.250 57.00
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 84.26 83.67
PP 83.34 82.95
S1 82.43 82.23

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

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