NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 132.48 132.16 -0.32 -0.2% 145.00
High 134.20 134.00 -0.20 -0.1% 147.60
Low 130.67 131.15 0.48 0.4% 130.67
Close 131.05 133.33 2.28 1.7% 131.05
Range 3.53 2.85 -0.68 -19.3% 16.93
ATR 4.00 3.92 -0.07 -1.9% 0.00
Volume 5,486 5,364 -122 -2.2% 24,543
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 141.38 140.20 134.90
R3 138.53 137.35 134.11
R2 135.68 135.68 133.85
R1 134.50 134.50 133.59 135.09
PP 132.83 132.83 132.83 133.12
S1 131.65 131.65 133.07 132.24
S2 129.98 129.98 132.81
S3 127.13 128.80 132.55
S4 124.28 125.95 131.76
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 187.23 176.07 140.36
R3 170.30 159.14 135.71
R2 153.37 153.37 134.15
R1 142.21 142.21 132.60 139.33
PP 136.44 136.44 136.44 135.00
S1 125.28 125.28 129.50 122.40
S2 119.51 119.51 127.95
S3 102.58 108.35 126.39
S4 85.65 91.42 121.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.30 130.67 16.63 12.5% 5.28 4.0% 16% False False 5,041
10 148.35 130.67 17.68 13.3% 4.50 3.4% 15% False False 4,745
20 148.35 130.67 17.68 13.3% 3.39 2.5% 15% False False 4,071
40 148.35 122.90 25.45 19.1% 3.07 2.3% 41% False False 3,279
60 148.35 108.57 39.78 29.8% 2.63 2.0% 62% False False 2,728
80 148.35 97.38 50.97 38.2% 2.35 1.8% 71% False False 2,174
100 148.35 96.69 51.66 38.7% 1.96 1.5% 71% False False 1,865
120 148.35 86.00 62.35 46.8% 1.69 1.3% 76% False False 1,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146.11
2.618 141.46
1.618 138.61
1.000 136.85
0.618 135.76
HIGH 134.00
0.618 132.91
0.500 132.58
0.382 132.24
LOW 131.15
0.618 129.39
1.000 128.30
1.618 126.54
2.618 123.69
4.250 119.04
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 133.08 134.59
PP 132.83 134.17
S1 132.58 133.75

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

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