NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 125.30 126.60 1.30 1.0% 132.16
High 126.36 127.20 0.84 0.7% 134.05
Low 124.37 122.46 -1.91 -1.5% 124.28
Close 126.32 123.81 -2.51 -2.0% 124.86
Range 1.99 4.74 2.75 138.2% 9.77
ATR 3.74 3.81 0.07 1.9% 0.00
Volume 5,138 4,667 -471 -9.2% 30,455
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 138.71 136.00 126.42
R3 133.97 131.26 125.11
R2 129.23 129.23 124.68
R1 126.52 126.52 124.24 125.51
PP 124.49 124.49 124.49 123.98
S1 121.78 121.78 123.38 120.77
S2 119.75 119.75 122.94
S3 115.01 117.04 122.51
S4 110.27 112.30 121.20
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.04 150.72 130.23
R3 147.27 140.95 127.55
R2 137.50 137.50 126.65
R1 131.18 131.18 125.76 129.46
PP 127.73 127.73 127.73 126.87
S1 121.41 121.41 123.96 119.69
S2 117.96 117.96 123.07
S3 108.19 111.64 122.17
S4 98.42 101.87 119.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.29 122.46 7.83 6.3% 3.30 2.7% 17% False True 6,334
10 141.22 122.46 18.76 15.2% 4.01 3.2% 7% False True 5,539
20 148.35 122.46 25.89 20.9% 3.77 3.0% 5% False True 5,129
40 148.35 122.46 25.89 20.9% 3.35 2.7% 5% False True 3,777
60 148.35 116.25 32.10 25.9% 2.94 2.4% 24% False False 3,261
80 148.35 101.30 47.05 38.0% 2.47 2.0% 48% False False 2,576
100 148.35 96.69 51.66 41.7% 2.17 1.8% 52% False False 2,190
120 148.35 89.10 59.25 47.9% 1.86 1.5% 59% False False 1,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 147.35
2.618 139.61
1.618 134.87
1.000 131.94
0.618 130.13
HIGH 127.20
0.618 125.39
0.500 124.83
0.382 124.27
LOW 122.46
0.618 119.53
1.000 117.72
1.618 114.79
2.618 110.05
4.250 102.32
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 124.83 125.09
PP 124.49 124.66
S1 124.15 124.24

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

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