NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 119.10 119.55 0.45 0.4% 115.45
High 119.10 119.55 0.45 0.4% 123.58
Low 119.10 117.55 -1.55 -1.3% 114.80
Close 119.67 117.56 -2.11 -1.8% 117.02
Range 0.00 2.00 2.00 8.78
ATR 1.85 1.87 0.02 1.0% 0.00
Volume 1,166 1,226 60 5.1% 5,078
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 124.22 122.89 118.66
R3 122.22 120.89 118.11
R2 120.22 120.22 117.93
R1 118.89 118.89 117.74 118.56
PP 118.22 118.22 118.22 118.05
S1 116.89 116.89 117.38 116.56
S2 116.22 116.22 117.19
S3 114.22 114.89 117.01
S4 112.22 112.89 116.46
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 144.81 139.69 121.85
R3 136.03 130.91 119.43
R2 127.25 127.25 118.63
R1 122.13 122.13 117.82 124.69
PP 118.47 118.47 118.47 119.75
S1 113.35 113.35 116.22 115.91
S2 109.69 109.69 115.41
S3 100.91 104.57 114.61
S4 92.13 95.79 112.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.19 117.55 3.64 3.1% 0.80 0.7% 0% False True 947
10 123.58 114.80 8.78 7.5% 0.59 0.5% 31% False False 1,014
20 126.60 114.31 12.29 10.5% 0.53 0.5% 26% False False 979
40 146.86 114.31 32.55 27.7% 0.36 0.3% 10% False False 1,030
60 146.86 114.31 32.55 27.7% 0.25 0.2% 10% False False 798
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 11 trading days
Fibonacci Retracements and Extensions
4.250 128.05
2.618 124.79
1.618 122.79
1.000 121.55
0.618 120.79
HIGH 119.55
0.618 118.79
0.500 118.55
0.382 118.31
LOW 117.55
0.618 116.31
1.000 115.55
1.618 114.31
2.618 112.31
4.250 109.05
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 118.55 118.55
PP 118.22 118.22
S1 117.89 117.89

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

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