NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 120.80 119.00 -1.80 -1.5% 117.52
High 121.38 119.70 -1.68 -1.4% 121.38
Low 116.68 117.11 0.43 0.4% 115.28
Close 117.38 117.13 -0.25 -0.2% 117.13
Range 4.70 2.59 -2.11 -44.9% 6.10
ATR 3.28 3.23 -0.05 -1.5% 0.00
Volume 4,449 4,090 -359 -8.1% 15,109
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.75 124.03 118.55
R3 123.16 121.44 117.84
R2 120.57 120.57 117.60
R1 118.85 118.85 117.37 118.42
PP 117.98 117.98 117.98 117.76
S1 116.26 116.26 116.89 115.83
S2 115.39 115.39 116.66
S3 112.80 113.67 116.42
S4 110.21 111.08 115.71
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 136.23 132.78 120.49
R3 130.13 126.68 118.81
R2 124.03 124.03 118.25
R1 120.58 120.58 117.69 119.26
PP 117.93 117.93 117.93 117.27
S1 114.48 114.48 116.57 113.16
S2 111.83 111.83 116.01
S3 105.73 108.38 115.45
S4 99.63 102.28 113.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.38 115.28 6.10 5.2% 3.09 2.6% 30% False False 3,021
10 123.30 113.90 9.40 8.0% 2.93 2.5% 34% False False 2,492
20 125.50 113.01 12.49 10.7% 2.57 2.2% 33% False False 2,371
40 148.35 113.01 35.34 30.2% 2.55 2.2% 12% False False 2,169
60 148.35 113.01 35.34 30.2% 1.80 1.5% 12% False False 1,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.71
2.618 126.48
1.618 123.89
1.000 122.29
0.618 121.30
HIGH 119.70
0.618 118.71
0.500 118.41
0.382 118.10
LOW 117.11
0.618 115.51
1.000 114.52
1.618 112.92
2.618 110.33
4.250 106.10
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 118.41 119.03
PP 117.98 118.40
S1 117.56 117.76

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

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