NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 145.00 140.85 -4.15 -2.9% 143.75
High 145.00 140.85 -4.15 -2.9% 146.57
Low 142.30 137.80 -4.50 -3.2% 141.55
Close 143.28 138.39 -4.89 -3.4% 145.66
Range 2.70 3.05 0.35 13.0% 5.02
ATR 3.04 3.21 0.17 5.7% 0.00
Volume 2,431 4,791 2,360 97.1% 23,017
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.16 146.33 140.07
R3 145.11 143.28 139.23
R2 142.06 142.06 138.95
R1 140.23 140.23 138.67 139.62
PP 139.01 139.01 139.01 138.71
S1 137.18 137.18 138.11 136.57
S2 135.96 135.96 137.83
S3 132.91 134.13 137.55
S4 129.86 131.08 136.71
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.65 157.68 148.42
R3 154.63 152.66 147.04
R2 149.61 149.61 146.58
R1 147.64 147.64 146.12 148.63
PP 144.59 144.59 144.59 145.09
S1 142.62 142.62 145.20 143.61
S2 139.57 139.57 144.74
S3 134.55 137.60 144.28
S4 129.53 132.58 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.57 137.80 8.77 6.3% 2.29 1.7% 7% False True 5,005
10 146.57 133.51 13.06 9.4% 2.50 1.8% 37% False False 3,783
20 146.57 131.83 14.74 10.7% 2.66 1.9% 45% False False 3,098
40 146.57 121.97 24.60 17.8% 2.61 1.9% 67% False False 2,779
60 146.57 106.04 40.53 29.3% 2.07 1.5% 80% False False 2,084
80 146.57 96.69 49.88 36.0% 1.89 1.4% 84% False False 1,702
100 146.57 92.74 53.83 38.9% 1.58 1.1% 85% False False 1,519
120 146.57 84.44 62.13 44.9% 1.35 1.0% 87% False False 1,370
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153.81
2.618 148.83
1.618 145.78
1.000 143.90
0.618 142.73
HIGH 140.85
0.618 139.68
0.500 139.33
0.382 138.97
LOW 137.80
0.618 135.92
1.000 134.75
1.618 132.87
2.618 129.82
4.250 124.84
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 139.33 141.82
PP 139.01 140.68
S1 138.70 139.53

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

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