NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 127.74 125.34 -2.40 -1.9% 125.30
High 128.63 129.52 0.89 0.7% 129.52
Low 124.17 123.87 -0.30 -0.2% 122.46
Close 125.46 126.54 1.08 0.9% 126.54
Range 4.46 5.65 1.19 26.7% 7.06
ATR 3.99 4.11 0.12 3.0% 0.00
Volume 6,150 7,329 1,179 19.2% 29,140
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 143.59 140.72 129.65
R3 137.94 135.07 128.09
R2 132.29 132.29 127.58
R1 129.42 129.42 127.06 130.86
PP 126.64 126.64 126.64 127.36
S1 123.77 123.77 126.02 125.21
S2 120.99 120.99 125.50
S3 115.34 118.12 124.99
S4 109.69 112.47 123.43
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.35 144.01 130.42
R3 140.29 136.95 128.48
R2 133.23 133.23 127.83
R1 129.89 129.89 127.19 131.56
PP 126.17 126.17 126.17 127.01
S1 122.83 122.83 125.89 124.50
S2 119.11 119.11 125.25
S3 112.05 115.77 124.60
S4 104.99 108.71 122.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.52 122.46 7.06 5.6% 4.53 3.6% 58% True False 5,828
10 134.05 122.46 11.59 9.2% 4.08 3.2% 35% False False 5,959
20 148.35 122.46 25.89 20.5% 4.28 3.4% 16% False False 5,205
40 148.35 122.46 25.89 20.5% 3.40 2.7% 16% False False 4,151
60 148.35 121.97 26.38 20.8% 3.10 2.5% 17% False False 3,518
80 148.35 105.06 43.29 34.2% 2.56 2.0% 50% False False 2,794
100 148.35 96.69 51.66 40.8% 2.32 1.8% 58% False False 2,349
120 148.35 91.25 57.10 45.1% 1.99 1.6% 62% False False 2,084
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 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153.53
2.618 144.31
1.618 138.66
1.000 135.17
0.618 133.01
HIGH 129.52
0.618 127.36
0.500 126.70
0.382 126.03
LOW 123.87
0.618 120.38
1.000 118.22
1.618 114.73
2.618 109.08
4.250 99.86
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.70 126.36
PP 126.64 126.18
S1 126.59 126.01

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

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