NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 145.00 146.85 1.85 1.3% 145.00
High 147.60 147.30 -0.30 -0.2% 148.35
Low 144.85 139.00 -5.85 -4.0% 137.76
Close 146.85 140.85 -6.00 -4.1% 146.47
Range 2.75 8.30 5.55 201.8% 10.59
ATR 3.39 3.74 0.35 10.4% 0.00
Volume 4,699 4,705 6 0.1% 19,974
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 167.28 162.37 145.42
R3 158.98 154.07 143.13
R2 150.68 150.68 142.37
R1 145.77 145.77 141.61 144.08
PP 142.38 142.38 142.38 141.54
S1 137.47 137.47 140.09 135.78
S2 134.08 134.08 139.33
S3 125.78 129.17 138.57
S4 117.48 120.87 136.29
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 175.96 171.81 152.29
R3 165.37 161.22 149.38
R2 154.78 154.78 148.41
R1 150.63 150.63 147.44 152.71
PP 144.19 144.19 144.19 145.23
S1 140.04 140.04 145.50 142.12
S2 133.60 133.60 144.53
S3 123.01 129.45 143.56
S4 112.42 118.86 140.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 137.76 10.59 7.5% 4.76 3.4% 29% False False 4,431
10 148.35 137.76 10.59 7.5% 3.53 2.5% 29% False False 4,718
20 148.35 133.32 15.03 10.7% 2.99 2.1% 50% False False 3,544
40 148.35 122.90 25.45 18.1% 3.02 2.1% 71% False False 3,130
60 148.35 108.57 39.78 28.2% 2.40 1.7% 81% False False 2,414
80 148.35 96.69 51.66 36.7% 2.15 1.5% 85% False False 1,935
100 148.35 96.36 51.99 36.9% 1.79 1.3% 86% False False 1,686
120 148.35 86.00 62.35 44.3% 1.54 1.1% 88% False False 1,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 208 trading days
Fibonacci Retracements and Extensions
4.250 182.58
2.618 169.03
1.618 160.73
1.000 155.60
0.618 152.43
HIGH 147.30
0.618 144.13
0.500 143.15
0.382 142.17
LOW 139.00
0.618 133.87
1.000 130.70
1.618 125.57
2.618 117.27
4.250 103.73
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 143.15 143.68
PP 142.38 142.73
S1 141.62 141.79

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

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