NYMEX Light Sweet Crude Oil Future April 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 116.45 116.60 0.15 0.1% 122.49
High 116.45 116.60 0.15 0.1% 122.49
Low 116.45 114.50 -1.95 -1.7% 116.45
Close 116.45 115.84 -0.61 -0.5% 116.45
Range 0.00 2.10 2.10 6.04
ATR 2.09 2.09 0.00 0.0% 0.00
Volume 1,629 612 -1,017 -62.4% 5,050
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 121.95 120.99 117.00
R3 119.85 118.89 116.42
R2 117.75 117.75 116.23
R1 116.79 116.79 116.03 116.22
PP 115.65 115.65 115.65 115.36
S1 114.69 114.69 115.65 114.12
S2 113.55 113.55 115.46
S3 111.45 112.59 115.26
S4 109.35 110.49 114.69
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 136.58 132.56 119.77
R3 130.54 126.52 118.11
R2 124.50 124.50 117.56
R1 120.48 120.48 117.00 119.47
PP 118.46 118.46 118.46 117.96
S1 114.44 114.44 115.90 113.43
S2 112.42 112.42 115.34
S3 106.38 108.40 114.79
S4 100.34 102.36 113.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.50 114.50 7.00 6.0% 0.49 0.4% 19% False True 1,053
10 126.60 114.50 12.10 10.4% 0.27 0.2% 11% False True 957
20 141.00 114.50 26.50 22.9% 0.32 0.3% 5% False True 1,097
40 146.86 114.50 32.36 27.9% 0.16 0.1% 4% False True 810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 125.53
2.618 122.10
1.618 120.00
1.000 118.70
0.618 117.90
HIGH 116.60
0.618 115.80
0.500 115.55
0.382 115.30
LOW 114.50
0.618 113.20
1.000 112.40
1.618 111.10
2.618 109.00
4.250 105.58
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 115.74 116.95
PP 115.65 116.58
S1 115.55 116.21

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

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