NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 84.82 83.69 -1.13 -1.3% 88.37
High 84.82 83.75 -1.07 -1.3% 90.08
Low 84.82 81.24 -3.58 -4.2% 81.57
Close 84.82 82.35 -2.47 -2.9% 81.46
Range 0.00 2.51 2.51 8.51
ATR 3.28 3.30 0.02 0.7% 0.00
Volume 865 412 -453 -52.4% 3,576
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.98 88.67 83.73
R3 87.47 86.16 83.04
R2 84.96 84.96 82.81
R1 83.65 83.65 82.58 83.05
PP 82.45 82.45 82.45 82.15
S1 81.14 81.14 82.12 80.54
S2 79.94 79.94 81.89
S3 77.43 78.63 81.66
S4 74.92 76.12 80.97
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 109.90 104.19 86.14
R3 101.39 95.68 83.80
R2 92.88 92.88 83.02
R1 87.17 87.17 82.24 85.77
PP 84.37 84.37 84.37 83.67
S1 78.66 78.66 80.68 77.26
S2 75.86 75.86 79.90
S3 67.35 70.15 79.12
S4 58.84 61.64 76.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.88 81.24 8.64 10.5% 1.57 1.9% 13% False True 794
10 99.90 81.24 18.66 22.7% 0.96 1.2% 6% False True 1,124
20 109.67 81.24 28.43 34.5% 0.86 1.0% 4% False True 759
40 123.71 81.24 42.47 51.6% 0.59 0.7% 3% False True 562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.02
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.42
2.618 90.32
1.618 87.81
1.000 86.26
0.618 85.30
HIGH 83.75
0.618 82.79
0.500 82.50
0.382 82.20
LOW 81.24
0.618 79.69
1.000 78.73
1.618 77.18
2.618 74.67
4.250 70.57
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 82.50 83.03
PP 82.45 82.80
S1 82.40 82.58

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

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