NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 105.45 107.23 1.78 1.7% 110.25
High 108.05 107.23 -0.82 -0.8% 110.25
Low 105.45 107.23 1.78 1.7% 105.18
Close 107.99 107.23 -0.76 -0.7% 107.23
Range 2.60 0.00 -2.60 -100.0% 5.07
ATR 2.84 2.69 -0.15 -5.2% 0.00
Volume 884 368 -516 -58.4% 4,080
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 107.23 107.23 107.23
R3 107.23 107.23 107.23
R2 107.23 107.23 107.23
R1 107.23 107.23 107.23 107.23
PP 107.23 107.23 107.23 107.23
S1 107.23 107.23 107.23 107.23
S2 107.23 107.23 107.23
S3 107.23 107.23 107.23
S4 107.23 107.23 107.23
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.76 120.07 110.02
R3 117.69 115.00 108.62
R2 112.62 112.62 108.16
R1 109.93 109.93 107.69 108.74
PP 107.55 107.55 107.55 106.96
S1 104.86 104.86 106.77 103.67
S2 102.48 102.48 106.30
S3 97.41 99.79 105.84
S4 92.34 94.72 104.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.25 105.18 5.07 4.7% 0.85 0.8% 40% False False 816
10 110.25 92.67 17.58 16.4% 1.61 1.5% 83% False False 898
20 118.21 92.67 25.54 23.8% 1.14 1.1% 57% False False 686
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.23
2.618 107.23
1.618 107.23
1.000 107.23
0.618 107.23
HIGH 107.23
0.618 107.23
0.500 107.23
0.382 107.23
LOW 107.23
0.618 107.23
1.000 107.23
1.618 107.23
2.618 107.23
4.250 107.23
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 107.23 107.03
PP 107.23 106.82
S1 107.23 106.62

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

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