NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 117.00 114.06 -2.94 -2.5% 116.62
High 117.00 115.54 -1.46 -1.2% 118.01
Low 114.70 113.01 -1.69 -1.5% 113.01
Close 116.19 115.54 -0.65 -0.6% 115.54
Range 2.30 2.53 0.23 10.0% 5.00
ATR 2.92 2.94 0.02 0.6% 0.00
Volume 1,338 3,144 1,806 135.0% 9,658
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.29 121.44 116.93
R3 119.76 118.91 116.24
R2 117.23 117.23 116.00
R1 116.38 116.38 115.77 116.81
PP 114.70 114.70 114.70 114.91
S1 113.85 113.85 115.31 114.28
S2 112.17 112.17 115.08
S3 109.64 111.32 114.84
S4 107.11 108.79 114.15
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 130.52 128.03 118.29
R3 125.52 123.03 116.92
R2 120.52 120.52 116.46
R1 118.03 118.03 116.00 116.78
PP 115.52 115.52 115.52 114.89
S1 113.03 113.03 115.08 111.78
S2 110.52 110.52 114.62
S3 105.52 108.03 114.17
S4 100.52 103.03 112.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.01 113.01 5.00 4.3% 2.46 2.1% 51% False True 1,931
10 125.50 113.01 12.49 10.8% 2.21 1.9% 20% False True 2,250
20 133.67 113.01 20.66 17.9% 2.22 1.9% 12% False True 2,235
40 148.35 113.01 35.34 30.6% 1.91 1.7% 7% False True 1,729
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.29
2.618 122.16
1.618 119.63
1.000 118.07
0.618 117.10
HIGH 115.54
0.618 114.57
0.500 114.28
0.382 113.98
LOW 113.01
0.618 111.45
1.000 110.48
1.618 108.92
2.618 106.39
4.250 102.26
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 115.12 115.53
PP 114.70 115.52
S1 114.28 115.51

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

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