NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 117.45 116.62 -0.83 -0.7% 125.50
High 117.55 116.62 -0.93 -0.8% 125.50
Low 116.38 114.70 -1.68 -1.4% 116.38
Close 116.46 115.80 -0.66 -0.6% 116.46
Range 1.17 1.92 0.75 64.1% 9.12
ATR 3.04 2.96 -0.08 -2.6% 0.00
Volume 2,898 2,187 -711 -24.5% 12,844
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 121.47 120.55 116.86
R3 119.55 118.63 116.33
R2 117.63 117.63 116.15
R1 116.71 116.71 115.98 116.21
PP 115.71 115.71 115.71 115.46
S1 114.79 114.79 115.62 114.29
S2 113.79 113.79 115.45
S3 111.87 112.87 115.27
S4 109.95 110.95 114.74
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.81 140.75 121.48
R3 137.69 131.63 118.97
R2 128.57 128.57 118.13
R1 122.51 122.51 117.30 120.98
PP 119.45 119.45 119.45 118.68
S1 113.39 113.39 115.62 111.86
S2 110.33 110.33 114.79
S3 101.21 104.27 113.95
S4 92.09 95.15 111.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.10 114.70 6.40 5.5% 1.62 1.4% 17% False True 2,468
10 128.22 114.70 13.52 11.7% 2.41 2.1% 8% False True 2,187
20 147.14 114.70 32.44 28.0% 2.40 2.1% 3% False True 2,191
40 148.35 114.70 33.65 29.1% 1.68 1.5% 3% False True 1,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.78
2.618 121.65
1.618 119.73
1.000 118.54
0.618 117.81
HIGH 116.62
0.618 115.89
0.500 115.66
0.382 115.43
LOW 114.70
0.618 113.51
1.000 112.78
1.618 111.59
2.618 109.67
4.250 106.54
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 115.75 117.55
PP 115.71 116.97
S1 115.66 116.38

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

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