NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 136.30 133.06 -3.24 -2.4% 145.95
High 138.64 133.10 -5.54 -4.0% 146.93
Low 134.00 133.00 -1.00 -0.7% 133.00
Close 132.06 131.27 -0.79 -0.6% 131.27
Range 4.64 0.10 -4.54 -97.8% 13.93
ATR 3.13 2.98 -0.15 -4.8% 0.00
Volume 2,221 3,497 1,276 57.5% 11,322
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 132.76 132.11 131.33
R3 132.66 132.01 131.30
R2 132.56 132.56 131.29
R1 131.91 131.91 131.28 132.19
PP 132.46 132.46 132.46 132.59
S1 131.81 131.81 131.26 132.09
S2 132.36 132.36 131.25
S3 132.26 131.71 131.24
S4 132.16 131.61 131.22
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.86 168.99 138.93
R3 164.93 155.06 135.10
R2 151.00 151.00 133.82
R1 141.13 141.13 132.55 139.10
PP 137.07 137.07 137.07 136.05
S1 127.20 127.20 129.99 125.17
S2 123.14 123.14 128.72
S3 109.21 113.27 127.44
S4 95.28 99.34 123.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.93 133.00 13.93 10.6% 2.43 1.8% -12% False True 2,264
10 148.17 133.00 15.17 11.6% 2.30 1.8% -11% False True 2,034
20 148.17 133.00 15.17 11.6% 1.74 1.3% -11% False True 1,494
40 148.17 122.85 25.32 19.3% 1.24 0.9% 33% False False 1,214
60 148.17 108.15 40.02 30.5% 1.21 0.9% 58% False False 1,015
80 148.17 95.99 52.18 39.8% 0.92 0.7% 68% False False 840
100 148.17 95.99 52.18 39.8% 0.76 0.6% 68% False False 759
120 148.17 86.06 62.11 47.3% 0.66 0.5% 73% False False 681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 133.53
2.618 133.36
1.618 133.26
1.000 133.20
0.618 133.16
HIGH 133.10
0.618 133.06
0.500 133.05
0.382 133.04
LOW 133.00
0.618 132.94
1.000 132.90
1.618 132.84
2.618 132.74
4.250 132.58
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 133.05 135.82
PP 132.46 134.30
S1 131.86 132.79

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

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