NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 137.03 136.30 -0.73 -0.5% 141.91
High 137.38 138.64 1.26 0.9% 148.17
Low 137.03 134.00 -3.03 -2.2% 138.12
Close 137.24 132.06 -5.18 -3.8% 146.54
Range 0.35 4.64 4.29 1,225.7% 10.05
ATR 3.02 3.13 0.12 3.8% 0.00
Volume 2,659 2,221 -438 -16.5% 9,018
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.82 145.08 134.61
R3 144.18 140.44 133.34
R2 139.54 139.54 132.91
R1 135.80 135.80 132.49 135.35
PP 134.90 134.90 134.90 134.68
S1 131.16 131.16 131.63 130.71
S2 130.26 130.26 131.21
S3 125.62 126.52 130.78
S4 120.98 121.88 129.51
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.43 170.53 152.07
R3 164.38 160.48 149.30
R2 154.33 154.33 148.38
R1 150.43 150.43 147.46 152.38
PP 144.28 144.28 144.28 145.25
S1 140.38 140.38 145.62 142.33
S2 134.23 134.23 144.70
S3 124.18 130.33 143.78
S4 114.13 120.28 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.17 134.00 14.17 10.7% 2.82 2.1% -14% False True 1,877
10 148.17 134.00 14.17 10.7% 2.29 1.7% -14% False True 1,864
20 148.17 134.00 14.17 10.7% 1.73 1.3% -14% False True 1,362
40 148.17 122.85 25.32 19.2% 1.33 1.0% 36% False False 1,150
60 148.17 108.15 40.02 30.3% 1.21 0.9% 60% False False 958
80 148.17 95.99 52.18 39.5% 0.92 0.7% 69% False False 797
100 148.17 95.99 52.18 39.5% 0.77 0.6% 69% False False 729
120 148.17 86.06 62.11 47.0% 0.66 0.5% 74% False False 654
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.36
2.618 150.79
1.618 146.15
1.000 143.28
0.618 141.51
HIGH 138.64
0.618 136.87
0.500 136.32
0.382 135.77
LOW 134.00
0.618 131.13
1.000 129.36
1.618 126.49
2.618 121.85
4.250 114.28
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 136.32 139.91
PP 134.90 137.29
S1 133.48 134.68

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

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