NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 73.69 76.20 2.51 3.4% 83.00
High 76.95 78.60 1.65 2.1% 87.13
Low 72.65 74.50 1.85 2.5% 72.50
Close 74.82 76.95 2.13 2.8% 74.82
Range 4.30 4.10 -0.20 -4.7% 14.63
ATR 4.70 4.66 -0.04 -0.9% 0.00
Volume 20,641 9,587 -11,054 -53.6% 73,837
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 88.98 87.07 79.21
R3 84.88 82.97 78.08
R2 80.78 80.78 77.70
R1 78.87 78.87 77.33 79.83
PP 76.68 76.68 76.68 77.16
S1 74.77 74.77 76.57 75.73
S2 72.58 72.58 76.20
S3 68.48 70.67 75.82
S4 64.38 66.57 74.70
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.04 113.06 82.87
R3 107.41 98.43 78.84
R2 92.78 92.78 77.50
R1 83.80 83.80 76.16 80.98
PP 78.15 78.15 78.15 76.74
S1 69.17 69.17 73.48 66.35
S2 63.52 63.52 72.14
S3 48.89 54.54 70.80
S4 34.26 39.91 66.77
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 19.0% 4.14 5.4% 30% False False 13,679
10 91.43 72.50 18.93 24.6% 3.98 5.2% 24% False False 11,768
20 109.72 72.50 37.22 48.4% 4.00 5.2% 12% False False 9,993
40 121.37 72.50 48.87 63.5% 3.52 4.6% 9% False False 7,681
60 129.18 72.50 56.68 73.7% 3.16 4.1% 8% False False 6,208
Crabel Price Patterns
NR True
NR4 False
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 0.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.03
2.618 89.33
1.618 85.23
1.000 82.70
0.618 81.13
HIGH 78.60
0.618 77.03
0.500 76.55
0.382 76.07
LOW 74.50
0.618 71.97
1.000 70.40
1.618 67.87
2.618 63.77
4.250 57.08
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 76.82 76.48
PP 76.68 76.02
S1 76.55 75.55

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

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