NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 78.53 74.96 -3.57 -4.5% 88.37
High 78.53 75.07 -3.46 -4.4% 90.08
Low 78.53 73.74 -4.79 -6.1% 81.57
Close 78.53 74.04 -4.49 -5.7% 81.46
Range 0.00 1.33 1.33 8.51
ATR 3.34 3.44 0.10 3.1% 0.00
Volume 786 679 -107 -13.6% 3,576
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.27 77.49 74.77
R3 76.94 76.16 74.41
R2 75.61 75.61 74.28
R1 74.83 74.83 74.16 74.56
PP 74.28 74.28 74.28 74.15
S1 73.50 73.50 73.92 73.23
S2 72.95 72.95 73.80
S3 71.62 72.17 73.67
S4 70.29 70.84 73.31
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 84.82 73.74 11.08 15.0% 1.15 1.6% 3% False True 633
10 94.32 73.74 20.58 27.8% 1.10 1.5% 1% False True 1,121
20 109.67 73.74 35.93 48.5% 0.70 0.9% 1% False True 787
40 123.71 73.74 49.97 67.5% 0.62 0.8% 1% False True 588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.72
2.618 78.55
1.618 77.22
1.000 76.40
0.618 75.89
HIGH 75.07
0.618 74.56
0.500 74.41
0.382 74.25
LOW 73.74
0.618 72.92
1.000 72.41
1.618 71.59
2.618 70.26
4.250 68.09
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 74.41 78.75
PP 74.28 77.18
S1 74.16 75.61

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

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