NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 132.16 132.98 0.82 0.6% 145.00
High 134.00 134.05 0.05 0.0% 147.60
Low 131.15 128.52 -2.63 -2.0% 130.67
Close 133.33 130.24 -3.09 -2.3% 131.05
Range 2.85 5.53 2.68 94.0% 16.93
ATR 3.92 4.04 0.11 2.9% 0.00
Volume 5,364 3,223 -2,141 -39.9% 24,543
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 147.53 144.41 133.28
R3 142.00 138.88 131.76
R2 136.47 136.47 131.25
R1 133.35 133.35 130.75 132.15
PP 130.94 130.94 130.94 130.33
S1 127.82 127.82 129.73 126.62
S2 125.41 125.41 129.23
S3 119.88 122.29 128.72
S4 114.35 116.76 127.20
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
5 141.22 128.52 12.70 9.8% 4.73 3.6% 14% False True 4,745
10 148.35 128.52 19.83 15.2% 4.75 3.6% 9% False True 4,588
20 148.35 128.52 19.83 15.2% 3.62 2.8% 9% False True 4,186
40 148.35 122.90 25.45 19.5% 3.18 2.4% 29% False False 3,280
60 148.35 108.57 39.78 30.5% 2.71 2.1% 54% False False 2,768
80 148.35 97.38 50.97 39.1% 2.38 1.8% 64% False False 2,210
100 148.35 96.69 51.66 39.7% 2.02 1.5% 65% False False 1,893
120 148.35 86.00 62.35 47.9% 1.73 1.3% 71% False False 1,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157.55
2.618 148.53
1.618 143.00
1.000 139.58
0.618 137.47
HIGH 134.05
0.618 131.94
0.500 131.29
0.382 130.63
LOW 128.52
0.618 125.10
1.000 122.99
1.618 119.57
2.618 114.04
4.250 105.02
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 131.29 131.36
PP 130.94 130.99
S1 130.59 130.61

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

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