NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 85.00 78.95 -6.05 -7.1% 90.47
High 87.13 79.12 -8.01 -9.2% 91.57
Low 81.39 77.35 -4.04 -5.0% 80.20
Close 81.51 77.63 -3.88 -4.8% 80.65
Range 5.74 1.77 -3.97 -69.2% 11.37
ATR 4.74 4.70 -0.04 -0.9% 0.00
Volume 11,406 15,291 3,885 34.1% 41,413
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.34 82.26 78.60
R3 81.57 80.49 78.12
R2 79.80 79.80 77.95
R1 78.72 78.72 77.79 78.38
PP 78.03 78.03 78.03 77.86
S1 76.95 76.95 77.47 76.61
S2 76.26 76.26 77.31
S3 74.49 75.18 77.14
S4 72.72 73.41 76.66
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 90.00 77.35 12.65 16.3% 3.70 4.8% 2% False True 12,060
10 98.25 77.35 20.90 26.9% 3.81 4.9% 1% False True 10,077
20 109.98 77.35 32.63 42.0% 3.99 5.1% 1% False True 9,152
40 123.85 77.35 46.50 59.9% 3.46 4.5% 1% False True 6,861
60 129.90 77.35 52.55 67.7% 3.06 3.9% 1% False True 5,813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.80
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 86.64
2.618 83.75
1.618 81.98
1.000 80.89
0.618 80.21
HIGH 79.12
0.618 78.44
0.500 78.24
0.382 78.03
LOW 77.35
0.618 76.26
1.000 75.58
1.618 74.49
2.618 72.72
4.250 69.83
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 78.24 82.24
PP 78.03 80.70
S1 77.83 79.17

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

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