NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 85.30 78.31 -6.99 -8.2% 91.79
High 85.30 78.31 -6.99 -8.2% 91.84
Low 82.31 78.31 -4.00 -4.9% 81.01
Close 81.94 78.09 -3.85 -4.7% 81.06
Range 2.99 0.00 -2.99 -100.0% 10.83
ATR 3.46 3.47 0.01 0.3% 0.00
Volume 3,436 1,772 -1,664 -48.4% 7,728
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.24 78.16 78.09
R3 78.24 78.16 78.09
R2 78.24 78.24 78.09
R1 78.16 78.16 78.09 78.20
PP 78.24 78.24 78.24 78.26
S1 78.16 78.16 78.09 78.20
S2 78.24 78.24 78.09
S3 78.24 78.16 78.09
S4 78.24 78.16 78.09
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 117.13 109.92 87.02
R3 106.30 99.09 84.04
R2 95.47 95.47 83.05
R1 88.26 88.26 82.05 86.45
PP 84.64 84.64 84.64 83.73
S1 77.43 77.43 80.07 75.62
S2 73.81 73.81 79.07
S3 62.98 66.60 78.08
S4 52.15 55.77 75.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.71 78.31 10.40 13.3% 1.86 2.4% -2% False True 2,172
10 94.90 78.31 16.59 21.2% 1.76 2.3% -1% False True 2,247
20 110.25 78.31 31.94 40.9% 1.26 1.6% -1% False True 1,726
40 123.73 78.31 45.42 58.2% 1.12 1.4% 0% False True 1,144
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.31
2.618 78.31
1.618 78.31
1.000 78.31
0.618 78.31
HIGH 78.31
0.618 78.31
0.500 78.31
0.382 78.31
LOW 78.31
0.618 78.31
1.000 78.31
1.618 78.31
2.618 78.31
4.250 78.31
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 78.31 81.81
PP 78.24 80.57
S1 78.16 79.33

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

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