NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 133.67 133.67 0.00 0.0% 146.30
High 133.67 133.67 0.00 0.0% 147.14
Low 131.87 133.67 1.80 1.4% 131.87
Close 131.40 133.67 2.27 1.7% 131.40
Range 1.80 0.00 -1.80 -100.0% 15.27
ATR 3.13 3.07 -0.06 -2.0% 0.00
Volume 2,465 2,432 -33 -1.3% 7,903
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 133.67 133.67 133.67
R3 133.67 133.67 133.67
R2 133.67 133.67 133.67
R1 133.67 133.67 133.67 133.67
PP 133.67 133.67 133.67 133.67
S1 133.67 133.67 133.67 133.67
S2 133.67 133.67 133.67
S3 133.67 133.67 133.67
S4 133.67 133.67 133.67
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 182.61 172.28 139.80
R3 167.34 157.01 135.60
R2 152.07 152.07 134.20
R1 141.74 141.74 132.80 139.27
PP 136.80 136.80 136.80 135.57
S1 126.47 126.47 130.00 124.00
S2 121.53 121.53 128.60
S3 106.26 111.20 127.20
S4 90.99 95.93 123.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.14 131.87 15.27 11.4% 2.82 2.1% 12% False False 1,805
10 148.35 131.87 16.48 12.3% 2.83 2.1% 11% False False 1,854
20 148.35 131.87 16.48 12.3% 1.60 1.2% 11% False False 1,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 133.67
2.618 133.67
1.618 133.67
1.000 133.67
0.618 133.67
HIGH 133.67
0.618 133.67
0.500 133.67
0.382 133.67
LOW 133.67
0.618 133.67
1.000 133.67
1.618 133.67
2.618 133.67
4.250 133.67
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 133.67 133.39
PP 133.67 133.10
S1 133.67 132.82

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

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