NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 133.14 133.55 0.41 0.3% 145.95
High 133.42 133.55 0.13 0.1% 146.93
Low 131.35 128.90 -2.45 -1.9% 133.00
Close 133.55 130.50 -3.05 -2.3% 131.27
Range 2.07 4.65 2.58 124.6% 13.93
ATR 2.92 3.05 0.12 4.2% 0.00
Volume 1,943 761 -1,182 -60.8% 11,322
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 144.93 142.37 133.06
R3 140.28 137.72 131.78
R2 135.63 135.63 131.35
R1 133.07 133.07 130.93 132.03
PP 130.98 130.98 130.98 130.46
S1 128.42 128.42 130.07 127.38
S2 126.33 126.33 129.65
S3 121.68 123.77 129.22
S4 117.03 119.12 127.94
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
5 138.64 128.90 9.74 7.5% 2.36 1.8% 16% False True 2,216
10 148.17 128.90 19.27 14.8% 2.81 2.2% 8% False True 2,054
20 148.17 128.90 19.27 14.8% 1.97 1.5% 8% False True 1,602
40 148.17 122.85 25.32 19.4% 1.39 1.1% 30% False False 1,225
60 148.17 108.15 40.02 30.7% 1.32 1.0% 56% False False 1,049
80 148.17 95.99 52.18 40.0% 1.01 0.8% 66% False False 868
100 148.17 95.99 52.18 40.0% 0.83 0.6% 66% False False 784
120 148.17 86.06 62.11 47.6% 0.71 0.5% 72% False False 701
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 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 153.31
2.618 145.72
1.618 141.07
1.000 138.20
0.618 136.42
HIGH 133.55
0.618 131.77
0.500 131.23
0.382 130.68
LOW 128.90
0.618 126.03
1.000 124.25
1.618 121.38
2.618 116.73
4.250 109.14
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 131.23 131.23
PP 130.98 130.98
S1 130.74 130.74

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

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