NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 119.00 115.30 -3.70 -3.1% 117.52
High 119.70 115.30 -4.40 -3.7% 121.38
Low 117.11 108.80 -8.31 -7.1% 115.28
Close 117.13 112.59 -4.54 -3.9% 117.13
Range 2.59 6.50 3.91 151.0% 6.10
ATR 3.23 3.60 0.36 11.3% 0.00
Volume 4,090 1,765 -2,325 -56.8% 15,109
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.73 128.66 116.17
R3 125.23 122.16 114.38
R2 118.73 118.73 113.78
R1 115.66 115.66 113.19 113.95
PP 112.23 112.23 112.23 111.37
S1 109.16 109.16 111.99 107.45
S2 105.73 105.73 111.40
S3 99.23 102.66 110.80
S4 92.73 96.16 109.02
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
5 121.38 108.80 12.58 11.2% 4.14 3.7% 30% False True 2,855
10 123.30 108.80 14.50 12.9% 3.33 3.0% 26% False True 2,473
20 123.30 108.80 14.50 12.9% 2.71 2.4% 26% False True 2,325
40 148.35 108.80 39.55 35.1% 2.71 2.4% 10% False True 2,188
60 148.35 108.80 39.55 35.1% 1.91 1.7% 10% False True 1,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 142.93
2.618 132.32
1.618 125.82
1.000 121.80
0.618 119.32
HIGH 115.30
0.618 112.82
0.500 112.05
0.382 111.28
LOW 108.80
0.618 104.78
1.000 102.30
1.618 98.28
2.618 91.78
4.250 81.18
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 112.41 115.09
PP 112.23 114.26
S1 112.05 113.42

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

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