NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 78.95 76.50 -2.45 -3.1% 90.47
High 79.12 77.29 -1.83 -2.3% 91.57
Low 77.35 72.50 -4.85 -6.3% 80.20
Close 77.63 73.06 -4.57 -5.9% 80.65
Range 1.77 4.79 3.02 170.6% 11.37
ATR 4.70 4.73 0.03 0.7% 0.00
Volume 15,291 11,474 -3,817 -25.0% 41,413
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 88.65 85.65 75.69
R3 83.86 80.86 74.38
R2 79.07 79.07 73.94
R1 76.07 76.07 73.50 75.18
PP 74.28 74.28 74.28 73.84
S1 71.28 71.28 72.62 70.39
S2 69.49 69.49 72.18
S3 64.70 66.49 71.74
S4 59.91 61.70 70.43
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 87.13 72.50 14.63 20.0% 3.90 5.3% 4% False True 11,859
10 95.75 72.50 23.25 31.8% 3.88 5.3% 2% False True 10,509
20 109.98 72.50 37.48 51.3% 4.04 5.5% 1% False True 9,192
40 123.85 72.50 51.35 70.3% 3.52 4.8% 1% False True 7,074
60 129.18 72.50 56.68 77.6% 3.08 4.2% 1% False True 5,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.65
2.618 89.83
1.618 85.04
1.000 82.08
0.618 80.25
HIGH 77.29
0.618 75.46
0.500 74.90
0.382 74.33
LOW 72.50
0.618 69.54
1.000 67.71
1.618 64.75
2.618 59.96
4.250 52.14
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 74.90 79.82
PP 74.28 77.56
S1 73.67 75.31

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

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