NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 128.67 127.25 -1.42 -1.1% 146.30
High 130.50 127.60 -2.90 -2.2% 147.14
Low 126.60 125.89 -0.71 -0.6% 131.87
Close 126.62 126.99 0.37 0.3% 131.40
Range 3.90 1.71 -2.19 -56.2% 15.27
ATR 3.19 3.09 -0.11 -3.3% 0.00
Volume 1,793 3,128 1,335 74.5% 7,903
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 131.96 131.18 127.93
R3 130.25 129.47 127.46
R2 128.54 128.54 127.30
R1 127.76 127.76 127.15 127.30
PP 126.83 126.83 126.83 126.59
S1 126.05 126.05 126.83 125.59
S2 125.12 125.12 126.68
S3 123.41 124.34 126.52
S4 121.70 122.63 126.05
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
5 133.67 125.89 7.78 6.1% 1.91 1.5% 14% False True 2,175
10 148.35 125.89 22.46 17.7% 3.23 2.5% 5% False True 1,812
20 148.35 125.89 22.46 17.7% 1.88 1.5% 5% False True 1,546
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.87
2.618 132.08
1.618 130.37
1.000 129.31
0.618 128.66
HIGH 127.60
0.618 126.95
0.500 126.75
0.382 126.54
LOW 125.89
0.618 124.83
1.000 124.18
1.618 123.12
2.618 121.41
4.250 118.62
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 126.91 128.95
PP 126.83 128.29
S1 126.75 127.64

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

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