NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 119.75 120.32 0.57 0.5% 125.42
High 119.85 120.40 0.55 0.5% 128.22
Low 118.25 118.60 0.35 0.3% 122.70
Close 119.06 119.75 0.69 0.6% 126.66
Range 1.60 1.80 0.20 12.5% 5.52
ATR 3.11 3.02 -0.09 -3.0% 0.00
Volume 2,863 2,664 -199 -7.0% 10,082
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 124.98 124.17 120.74
R3 123.18 122.37 120.25
R2 121.38 121.38 120.08
R1 120.57 120.57 119.92 120.08
PP 119.58 119.58 119.58 119.34
S1 118.77 118.77 119.59 118.28
S2 117.78 117.78 119.42
S3 115.98 116.97 119.26
S4 114.18 115.17 118.76
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 142.42 140.06 129.70
R3 136.90 134.54 128.18
R2 131.38 131.38 127.67
R1 129.02 129.02 127.17 130.20
PP 125.86 125.86 125.86 126.45
S1 123.50 123.50 126.15 124.68
S2 120.34 120.34 125.65
S3 114.82 117.98 125.14
S4 109.30 112.46 123.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.94 118.25 9.69 8.1% 2.35 2.0% 15% False False 2,411
10 128.22 118.25 9.97 8.3% 2.31 1.9% 15% False False 2,374
20 148.35 118.25 30.10 25.1% 2.77 2.3% 5% False False 2,093
40 148.35 118.25 30.10 25.1% 1.61 1.3% 5% False False 1,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.05
2.618 125.11
1.618 123.31
1.000 122.20
0.618 121.51
HIGH 120.40
0.618 119.71
0.500 119.50
0.382 119.29
LOW 118.60
0.618 117.49
1.000 116.80
1.618 115.69
2.618 113.89
4.250 110.95
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 119.67 119.73
PP 119.58 119.70
S1 119.50 119.68

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

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