NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 124.77 127.25 2.48 2.0% 126.06
High 129.51 127.89 -1.62 -1.3% 129.51
Low 124.10 122.35 -1.75 -1.4% 122.70
Close 126.66 122.74 -3.92 -3.1% 126.66
Range 5.41 5.54 0.13 2.4% 6.81
ATR 3.29 3.45 0.16 4.9% 0.00
Volume 2,991 3,468 477 15.9% 12,022
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 140.95 137.38 125.79
R3 135.41 131.84 124.26
R2 129.87 129.87 123.76
R1 126.30 126.30 123.25 125.32
PP 124.33 124.33 124.33 123.83
S1 120.76 120.76 122.23 119.78
S2 118.79 118.79 121.72
S3 113.25 115.22 121.22
S4 107.71 109.68 119.69
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.72 143.50 130.41
R3 139.91 136.69 128.53
R2 133.10 133.10 127.91
R1 129.88 129.88 127.28 131.49
PP 126.29 126.29 126.29 127.10
S1 123.07 123.07 126.04 124.68
S2 119.48 119.48 125.41
S3 112.67 116.26 124.79
S4 105.86 109.45 122.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.51 122.35 7.16 5.8% 4.67 3.8% 5% False True 2,659
10 133.55 122.35 11.20 9.1% 3.46 2.8% 3% False True 2,425
20 148.17 122.35 25.82 21.0% 2.98 2.4% 2% False True 2,284
40 148.17 122.35 25.82 21.0% 1.98 1.6% 2% False True 1,632
60 148.17 121.78 26.39 21.5% 1.70 1.4% 4% False False 1,353
80 148.17 106.34 41.83 34.1% 1.37 1.1% 39% False False 1,131
100 148.17 95.99 52.18 42.5% 1.11 0.9% 51% False False 983
120 148.17 92.10 56.07 45.7% 0.95 0.8% 55% False False 891
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 0.43
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 151.44
2.618 142.39
1.618 136.85
1.000 133.43
0.618 131.31
HIGH 127.89
0.618 125.77
0.500 125.12
0.382 124.47
LOW 122.35
0.618 118.93
1.000 116.81
1.618 113.39
2.618 107.85
4.250 98.81
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 125.12 125.93
PP 124.33 124.87
S1 123.53 123.80

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

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