NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 119.55 120.30 0.75 0.6% 117.77
High 119.55 120.30 0.75 0.6% 120.30
Low 117.55 117.40 -0.15 -0.1% 117.40
Close 117.56 117.27 -0.29 -0.2% 117.27
Range 2.00 2.90 0.90 45.0% 2.90
ATR 1.87 1.94 0.07 3.9% 0.00
Volume 1,226 1,350 124 10.1% 5,368
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.02 125.05 118.87
R3 124.12 122.15 118.07
R2 121.22 121.22 117.80
R1 119.25 119.25 117.54 118.79
PP 118.32 118.32 118.32 118.09
S1 116.35 116.35 117.00 115.89
S2 115.42 115.42 116.74
S3 112.52 113.45 116.47
S4 109.62 110.55 115.68
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.02 125.05 118.87
R3 124.12 122.15 118.07
R2 121.22 121.22 117.80
R1 119.25 119.25 117.54 118.79
PP 118.32 118.32 118.32 118.09
S1 116.35 116.35 117.00 115.89
S2 115.42 115.42 116.74
S3 112.52 113.45 116.47
S4 109.62 110.55 115.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.30 117.40 2.90 2.5% 1.24 1.1% -4% True True 1,073
10 123.58 114.80 8.78 7.5% 0.83 0.7% 28% False False 1,044
20 123.58 114.31 9.27 7.9% 0.68 0.6% 32% False False 1,004
40 146.86 114.31 32.55 27.8% 0.44 0.4% 9% False False 1,052
60 146.86 114.31 32.55 27.8% 0.29 0.3% 9% False False 811
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 61 trading days
Fibonacci Retracements and Extensions
4.250 132.63
2.618 127.89
1.618 124.99
1.000 123.20
0.618 122.09
HIGH 120.30
0.618 119.19
0.500 118.85
0.382 118.51
LOW 117.40
0.618 115.61
1.000 114.50
1.618 112.71
2.618 109.81
4.250 105.08
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 118.85 118.85
PP 118.32 118.32
S1 117.80 117.80

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

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