NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 93.20 93.10 -0.10 -0.1% 109.18
High 93.20 97.60 4.40 4.7% 109.18
Low 93.20 92.94 -0.26 -0.3% 103.53
Close 93.20 98.20 5.00 5.4% 104.16
Range 0.00 4.66 4.66 5.65
ATR 2.23 2.40 0.17 7.8% 0.00
Volume 114 341 227 199.1% 1,489
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.23 108.87 100.76
R3 105.57 104.21 99.48
R2 100.91 100.91 99.05
R1 99.55 99.55 98.63 100.23
PP 96.25 96.25 96.25 96.59
S1 94.89 94.89 97.77 95.57
S2 91.59 91.59 97.35
S3 86.93 90.23 96.92
S4 82.27 85.57 95.64
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.57 119.02 107.27
R3 116.92 113.37 105.71
R2 111.27 111.27 105.20
R1 107.72 107.72 104.68 106.67
PP 105.62 105.62 105.62 105.10
S1 102.07 102.07 103.64 101.02
S2 99.97 99.97 103.12
S3 94.32 96.42 102.61
S4 88.67 90.77 101.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.33 92.94 11.39 11.6% 2.15 2.2% 46% False True 229
10 111.60 92.94 18.66 19.0% 1.09 1.1% 28% False True 353
20 123.71 92.94 30.77 31.3% 0.55 0.6% 17% False True 381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.41
2.618 109.80
1.618 105.14
1.000 102.26
0.618 100.48
HIGH 97.60
0.618 95.82
0.500 95.27
0.382 94.72
LOW 92.94
0.618 90.06
1.000 88.28
1.618 85.40
2.618 80.74
4.250 73.14
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 97.22 98.30
PP 96.25 98.26
S1 95.27 98.23

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

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