NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 138.98 138.30 -0.68 -0.5% 141.60
High 138.98 139.68 0.70 0.5% 145.75
Low 138.93 138.30 -0.63 -0.5% 141.60
Close 138.82 138.69 -0.13 -0.1% 146.81
Range 0.05 1.38 1.33 2,660.0% 4.15
ATR 2.22 2.16 -0.06 -2.7% 0.00
Volume 2,851 2,112 -739 -25.9% 4,815
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 143.03 142.24 139.45
R3 141.65 140.86 139.07
R2 140.27 140.27 138.94
R1 139.48 139.48 138.82 139.88
PP 138.89 138.89 138.89 139.09
S1 138.10 138.10 138.56 138.50
S2 137.51 137.51 138.44
S3 136.13 136.72 138.31
S4 134.75 135.34 137.93
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.17 156.14 149.09
R3 153.02 151.99 147.95
R2 148.87 148.87 147.57
R1 147.84 147.84 147.19 148.36
PP 144.72 144.72 144.72 144.98
S1 143.69 143.69 146.43 144.21
S2 140.57 140.57 146.05
S3 136.42 139.54 145.67
S4 132.27 135.39 144.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.75 138.30 7.45 5.4% 0.29 0.2% 5% False True 1,496
10 145.75 138.25 7.50 5.4% 0.52 0.4% 6% False False 1,218
20 145.75 134.89 10.86 7.8% 0.35 0.3% 35% False False 1,106
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 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.55
2.618 143.29
1.618 141.91
1.000 141.06
0.618 140.53
HIGH 139.68
0.618 139.15
0.500 138.99
0.382 138.83
LOW 138.30
0.618 137.45
1.000 136.92
1.618 136.07
2.618 134.69
4.250 132.44
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 138.99 140.94
PP 138.89 140.19
S1 138.79 139.44

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

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