NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 139.96 133.77 -6.19 -4.4% 143.57
High 140.01 133.77 -6.24 -4.5% 148.35
Low 136.29 132.25 -4.04 -3.0% 138.30
Close 137.36 132.18 -5.18 -3.8% 146.54
Range 3.72 1.52 -2.20 -59.1% 10.05
ATR 3.09 3.23 0.14 4.7% 0.00
Volume 1,146 2,144 998 87.1% 9,232
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 137.29 136.26 133.02
R3 135.77 134.74 132.60
R2 134.25 134.25 132.46
R1 133.22 133.22 132.32 132.98
PP 132.73 132.73 132.73 132.61
S1 131.70 131.70 132.04 131.46
S2 131.21 131.21 131.90
S3 129.69 130.18 131.76
S4 128.17 128.66 131.34
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.55 170.59 152.07
R3 164.50 160.54 149.30
R2 154.45 154.45 148.38
R1 150.49 150.49 147.46 152.47
PP 144.40 144.40 144.40 145.39
S1 140.44 140.44 145.62 142.42
S2 134.35 134.35 144.70
S3 124.30 130.39 143.78
S4 114.25 120.34 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 132.25 16.10 12.2% 4.55 3.4% 0% False True 1,449
10 148.35 132.25 16.10 12.2% 2.65 2.0% 0% False True 1,542
20 148.35 132.25 16.10 12.2% 1.58 1.2% 0% False True 1,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.23
2.618 137.75
1.618 136.23
1.000 135.29
0.618 134.71
HIGH 133.77
0.618 133.19
0.500 133.01
0.382 132.83
LOW 132.25
0.618 131.31
1.000 130.73
1.618 129.79
2.618 128.27
4.250 125.79
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 133.01 139.70
PP 132.73 137.19
S1 132.46 134.69

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

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