NYMEX Light Sweet Crude Oil Future July 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 78.55 75.63 -2.92 -3.7% 84.44
High 78.55 75.63 -2.92 -3.7% 85.30
Low 77.42 74.50 -2.92 -3.8% 73.15
Close 77.42 75.70 -1.72 -2.2% 75.30
Range 1.13 1.13 0.00 0.0% 12.15
ATR 3.47 3.43 -0.04 -1.1% 0.00
Volume 1,686 1,806 120 7.1% 16,267
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.67 78.31 76.32
R3 77.54 77.18 76.01
R2 76.41 76.41 75.91
R1 76.05 76.05 75.80 76.23
PP 75.28 75.28 75.28 75.37
S1 74.92 74.92 75.60 75.10
S2 74.15 74.15 75.49
S3 73.02 73.79 75.39
S4 71.89 72.66 75.08
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 114.37 106.98 81.98
R3 102.22 94.83 78.64
R2 90.07 90.07 77.53
R1 82.68 82.68 76.41 80.30
PP 77.92 77.92 77.92 76.73
S1 70.53 70.53 74.19 68.15
S2 65.77 65.77 73.07
S3 53.62 58.38 71.96
S4 41.47 46.23 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.55 73.15 5.40 7.1% 1.49 2.0% 47% False False 2,791
10 89.63 73.15 16.48 21.8% 1.95 2.6% 15% False False 2,460
20 108.05 73.15 34.90 46.1% 1.43 1.9% 7% False False 2,162
40 119.87 73.15 46.72 61.7% 1.21 1.6% 5% False False 1,381
Crabel Price Patterns
NR False
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 0.29
Fibonacci Retracements and Extensions
4.250 80.43
2.618 78.59
1.618 77.46
1.000 76.76
0.618 76.33
HIGH 75.63
0.618 75.20
0.500 75.07
0.382 74.93
LOW 74.50
0.618 73.80
1.000 73.37
1.618 72.67
2.618 71.54
4.250 69.70
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 75.49 76.53
PP 75.28 76.25
S1 75.07 75.98

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

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