NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 117.39 118.13 0.74 0.6% 115.70
High 120.82 118.20 -2.62 -2.2% 121.09
Low 116.62 107.61 -9.01 -7.7% 114.25
Close 116.68 111.55 -5.13 -4.4% 116.68
Range 4.20 10.59 6.39 152.1% 6.84
ATR 4.18 4.63 0.46 11.0% 0.00
Volume 10,971 9,263 -1,708 -15.6% 44,112
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 144.22 138.48 117.37
R3 133.63 127.89 114.46
R2 123.04 123.04 113.49
R1 117.30 117.30 112.52 114.88
PP 112.45 112.45 112.45 111.24
S1 106.71 106.71 110.58 104.29
S2 101.86 101.86 109.61
S3 91.27 96.12 108.64
S4 80.68 85.53 105.73
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 137.86 134.11 120.44
R3 131.02 127.27 118.56
R2 124.18 124.18 117.93
R1 120.43 120.43 117.31 122.31
PP 117.34 117.34 117.34 118.28
S1 113.59 113.59 116.05 115.47
S2 110.50 110.50 115.43
S3 103.66 106.75 114.80
S4 96.82 99.91 112.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.09 107.61 13.48 12.1% 5.56 5.0% 29% False True 8,995
10 123.22 107.61 15.61 14.0% 5.16 4.6% 25% False True 7,765
20 123.22 107.61 15.61 14.0% 4.20 3.8% 25% False True 8,586
40 148.35 107.61 40.74 36.5% 4.33 3.9% 10% False True 7,009
60 148.35 107.61 40.74 36.5% 3.75 3.4% 10% False True 5,670
80 148.35 107.61 40.74 36.5% 3.44 3.1% 10% False True 4,860
100 148.35 106.04 42.31 37.9% 2.95 2.6% 13% False False 4,016
120 148.35 96.69 51.66 46.3% 2.68 2.4% 29% False False 3,435
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 0.92
Widest range in 242 trading days
Fibonacci Retracements and Extensions
4.250 163.21
2.618 145.92
1.618 135.33
1.000 128.79
0.618 124.74
HIGH 118.20
0.618 114.15
0.500 112.91
0.382 111.66
LOW 107.61
0.618 101.07
1.000 97.02
1.618 90.48
2.618 79.89
4.250 62.60
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 112.91 114.35
PP 112.45 113.42
S1 112.00 112.48

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

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