NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 114.50 116.45 1.95 1.7% 122.49
High 116.74 116.48 -0.26 -0.2% 122.49
Low 114.50 116.45 1.95 1.7% 116.45
Close 116.96 116.22 -0.74 -0.6% 116.45
Range 2.24 0.03 -2.21 -98.7% 6.04
ATR 2.07 1.96 -0.11 -5.4% 0.00
Volume 1,228 972 -256 -20.8% 5,050
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.47 116.38 116.24
R3 116.44 116.35 116.23
R2 116.41 116.41 116.23
R1 116.32 116.32 116.22 116.35
PP 116.38 116.38 116.38 116.40
S1 116.29 116.29 116.22 116.32
S2 116.35 116.35 116.21
S3 116.32 116.26 116.21
S4 116.29 116.23 116.20
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
5 116.74 114.31 2.43 2.1% 0.87 0.8% 79% False False 1,035
10 126.60 114.31 12.29 10.6% 0.47 0.4% 16% False False 944
20 133.73 114.31 19.42 16.7% 0.43 0.4% 10% False False 1,144
40 146.86 114.31 32.55 28.0% 0.22 0.2% 6% False False 854
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.61
2.618 116.56
1.618 116.53
1.000 116.51
0.618 116.50
HIGH 116.48
0.618 116.47
0.500 116.47
0.382 116.46
LOW 116.45
0.618 116.43
1.000 116.42
1.618 116.40
2.618 116.37
4.250 116.32
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 116.47 115.99
PP 116.38 115.76
S1 116.30 115.53

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

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