NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 91.79 90.81 -0.98 -1.1% 98.22
High 91.84 91.66 -0.18 -0.2% 102.25
Low 89.98 87.99 -1.99 -2.2% 94.07
Close 88.08 89.67 1.59 1.8% 94.07
Range 1.86 3.67 1.81 97.3% 8.18
ATR 3.17 3.21 0.04 1.1% 0.00
Volume 1,257 1,622 365 29.0% 12,964
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.78 98.90 91.69
R3 97.11 95.23 90.68
R2 93.44 93.44 90.34
R1 91.56 91.56 90.01 90.67
PP 89.77 89.77 89.77 89.33
S1 87.89 87.89 89.33 87.00
S2 86.10 86.10 89.00
S3 82.43 84.22 88.66
S4 78.76 80.55 87.65
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.34 115.88 98.57
R3 113.16 107.70 96.32
R2 104.98 104.98 95.57
R1 99.52 99.52 94.82 98.16
PP 96.80 96.80 96.80 96.12
S1 91.34 91.34 93.32 89.98
S2 88.62 88.62 92.57
S3 80.44 83.16 91.82
S4 72.26 74.98 89.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.62 87.99 11.63 13.0% 1.11 1.2% 14% False True 2,293
10 108.05 87.99 20.06 22.4% 0.90 1.0% 8% False True 1,863
20 110.25 87.99 22.26 24.8% 1.26 1.4% 8% False True 1,300
40 123.73 87.99 35.74 39.9% 0.82 0.9% 5% False True 882
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 0.09
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 107.26
2.618 101.27
1.618 97.60
1.000 95.33
0.618 93.93
HIGH 91.66
0.618 90.26
0.500 89.83
0.382 89.39
LOW 87.99
0.618 85.72
1.000 84.32
1.618 82.05
2.618 78.38
4.250 72.39
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 89.83 91.03
PP 89.77 90.58
S1 89.72 90.12

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

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