NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 76.20 77.65 1.45 1.9% 83.00
High 78.60 77.65 -0.95 -1.2% 87.13
Low 74.50 73.65 -0.85 -1.1% 72.50
Close 76.95 75.19 -1.76 -2.3% 74.82
Range 4.10 4.00 -0.10 -2.4% 14.63
ATR 4.66 4.61 -0.05 -1.0% 0.00
Volume 9,587 14,493 4,906 51.2% 73,837
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.50 85.34 77.39
R3 83.50 81.34 76.29
R2 79.50 79.50 75.92
R1 77.34 77.34 75.56 76.42
PP 75.50 75.50 75.50 75.04
S1 73.34 73.34 74.82 72.42
S2 71.50 71.50 74.46
S3 67.50 69.34 74.09
S4 63.50 65.34 72.99
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 79.12 72.50 6.62 8.8% 3.79 5.0% 41% False False 14,297
10 90.16 72.50 17.66 23.5% 3.95 5.3% 15% False False 12,377
20 108.35 72.50 35.85 47.7% 3.94 5.2% 8% False False 10,330
40 121.37 72.50 48.87 65.0% 3.60 4.8% 6% False False 8,003
60 129.18 72.50 56.68 75.4% 3.21 4.3% 5% False False 6,415
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 0.72
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.65
2.618 88.12
1.618 84.12
1.000 81.65
0.618 80.12
HIGH 77.65
0.618 76.12
0.500 75.65
0.382 75.18
LOW 73.65
0.618 71.18
1.000 69.65
1.618 67.18
2.618 63.18
4.250 56.65
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 75.65 75.63
PP 75.50 75.48
S1 75.34 75.34

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

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