NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 126.06 127.00 0.94 0.7% 133.14
High 126.54 127.00 0.46 0.4% 133.55
Low 125.33 122.70 -2.63 -2.1% 125.18
Close 126.47 123.97 -2.50 -2.0% 125.03
Range 1.21 4.30 3.09 255.4% 8.37
ATR 2.82 2.93 0.11 3.7% 0.00
Volume 2,192 1,827 -365 -16.7% 10,709
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 137.46 135.01 126.34
R3 133.16 130.71 125.15
R2 128.86 128.86 124.76
R1 126.41 126.41 124.36 125.49
PP 124.56 124.56 124.56 124.09
S1 122.11 122.11 123.58 121.19
S2 120.26 120.26 123.18
S3 115.96 117.81 122.79
S4 111.66 113.51 121.61
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.03 147.40 129.63
R3 144.66 139.03 127.33
R2 136.29 136.29 126.56
R1 130.66 130.66 125.80 129.29
PP 127.92 127.92 127.92 127.24
S1 122.29 122.29 124.26 120.92
S2 119.55 119.55 123.50
S3 111.18 113.92 122.73
S4 102.81 105.55 120.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.15 122.70 7.45 6.0% 2.18 1.8% 17% False True 2,404
10 138.64 122.70 15.94 12.9% 2.27 1.8% 8% False True 2,310
20 148.17 122.70 25.47 20.5% 2.11 1.7% 5% False True 2,045
40 148.17 122.70 25.47 20.5% 1.56 1.3% 5% False True 1,414
60 148.17 117.37 30.80 24.8% 1.48 1.2% 21% False False 1,215
80 148.17 103.52 44.65 36.0% 1.14 0.9% 46% False False 1,003
100 148.17 95.99 52.18 42.1% 0.93 0.7% 54% False False 886
120 148.17 88.85 59.32 47.9% 0.80 0.6% 59% False False 799
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 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.28
2.618 138.26
1.618 133.96
1.000 131.30
0.618 129.66
HIGH 127.00
0.618 125.36
0.500 124.85
0.382 124.34
LOW 122.70
0.618 120.04
1.000 118.40
1.618 115.74
2.618 111.44
4.250 104.43
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 124.85 124.85
PP 124.56 124.56
S1 124.26 124.26

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

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