NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 103.89 100.00 -3.89 -3.7% 109.15
High 103.89 100.10 -3.79 -3.6% 109.15
Low 103.89 97.95 -5.94 -5.7% 103.33
Close 103.89 98.37 -5.52 -5.3% 103.89
Range 0.00 2.15 2.15 5.82
ATR 1.98 2.26 0.28 14.3% 0.00
Volume 174 960 786 451.7% 1,992
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 105.26 103.96 99.55
R3 103.11 101.81 98.96
R2 100.96 100.96 98.76
R1 99.66 99.66 98.57 99.24
PP 98.81 98.81 98.81 98.59
S1 97.51 97.51 98.17 97.09
S2 96.66 96.66 97.98
S3 94.51 95.36 97.78
S4 92.36 93.21 97.19
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.92 119.22 107.09
R3 117.10 113.40 105.49
R2 111.28 111.28 104.96
R1 107.58 107.58 104.42 106.52
PP 105.46 105.46 105.46 104.93
S1 101.76 101.76 103.36 100.70
S2 99.64 99.64 102.82
S3 93.82 95.94 102.29
S4 88.00 90.12 100.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.94 97.95 8.99 9.1% 1.06 1.1% 5% False True 490
10 113.84 97.95 15.89 16.2% 0.77 0.8% 3% False True 479
20 123.73 97.95 25.78 26.2% 0.64 0.6% 2% False True 493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 109.24
2.618 105.73
1.618 103.58
1.000 102.25
0.618 101.43
HIGH 100.10
0.618 99.28
0.500 99.03
0.382 98.77
LOW 97.95
0.618 96.62
1.000 95.80
1.618 94.47
2.618 92.32
4.250 88.81
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 99.03 101.09
PP 98.81 100.18
S1 98.59 99.28

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

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