NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 115.08 115.45 0.37 0.3% 116.60
High 115.62 115.45 -0.17 -0.1% 116.74
Low 115.08 115.45 0.37 0.3% 114.31
Close 115.62 114.42 -1.20 -1.0% 115.62
Range 0.54 0.00 -0.54 -100.0% 2.43
ATR 1.90 1.78 -0.12 -6.5% 0.00
Volume 1,045 410 -635 -60.8% 4,594
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 115.11 114.76 114.42
R3 115.11 114.76 114.42
R2 115.11 115.11 114.42
R1 114.76 114.76 114.42 114.94
PP 115.11 115.11 115.11 115.19
S1 114.76 114.76 114.42 114.94
S2 115.11 115.11 114.42
S3 115.11 114.76 114.42
S4 115.11 114.76 114.42
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.85 121.66 116.96
R3 120.42 119.23 116.29
R2 117.99 117.99 116.07
R1 116.80 116.80 115.84 116.18
PP 115.56 115.56 115.56 115.25
S1 114.37 114.37 115.40 113.75
S2 113.13 113.13 115.17
S3 110.70 111.94 114.95
S4 108.27 109.51 114.28
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% 0.56 0.5% 5% False False 878
10 121.50 114.31 7.19 6.3% 0.53 0.5% 2% False False 965
20 132.20 114.31 17.89 15.6% 0.46 0.4% 1% False False 1,138
40 146.86 114.31 32.55 28.4% 0.23 0.2% 0% False False 883
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.45
2.618 115.45
1.618 115.45
1.000 115.45
0.618 115.45
HIGH 115.45
0.618 115.45
0.500 115.45
0.382 115.45
LOW 115.45
0.618 115.45
1.000 115.45
1.618 115.45
2.618 115.45
4.250 115.45
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 115.45 115.78
PP 115.11 115.33
S1 114.76 114.87

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

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