NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 99.90 95.19 -4.71 -4.7% 109.67
High 99.90 95.19 -4.71 -4.7% 109.67
Low 99.90 95.19 -4.71 -4.7% 105.65
Close 99.90 95.19 -4.71 -4.7% 107.41
Range
ATR 2.98 3.10 0.12 4.2% 0.00
Volume 1,106 382 -724 -65.5% 1,814
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.19 95.19 95.19
R3 95.19 95.19 95.19
R2 95.19 95.19 95.19
R1 95.19 95.19 95.19 95.19
PP 95.19 95.19 95.19 95.19
S1 95.19 95.19 95.19 95.19
S2 95.19 95.19 95.19
S3 95.19 95.19 95.19
S4 95.19 95.19 95.19
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.64 117.54 109.62
R3 115.62 113.52 108.52
R2 111.60 111.60 108.15
R1 109.50 109.50 107.78 108.54
PP 107.58 107.58 107.58 107.10
S1 105.48 105.48 107.04 104.52
S2 103.56 103.56 106.67
S3 99.54 101.46 106.30
S4 95.52 97.44 105.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.20 95.19 12.01 12.6% 0.59 0.6% 0% False True 631
10 109.67 95.19 14.48 15.2% 0.30 0.3% 0% False True 452
20 109.67 92.94 16.73 17.6% 0.69 0.7% 13% False False 407
40 123.71 92.94 30.77 32.3% 0.35 0.4% 7% False False 368
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 0.00
Fibonacci Retracements and Extensions
4.250 95.19
2.618 95.19
1.618 95.19
1.000 95.19
0.618 95.19
HIGH 95.19
0.618 95.19
0.500 95.19
0.382 95.19
LOW 95.19
0.618 95.19
1.000 95.19
1.618 95.19
2.618 95.19
4.250 95.19
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 95.19 98.86
PP 95.19 97.63
S1 95.19 96.41

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

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